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person:"Glasserman, Paul"
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Search: subject_exact:"Monte-Carlo-Methode"
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Glasserman, Paul
Koopman, Siem Jan
60
Kapetanios, George
47
Dijk, Herman K. van
45
Joshi, Mark S.
42
Tsionas, Efthymios G.
34
Pesaran, M. Hashem
32
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Martin, Gael M.
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16
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14
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-296
Persistent link: https://www.econbiz.de/10009159098
Saved in:
2
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
3
Calculating portfolio credit risk
Glasserman, Paul
- In:
Financial engineering
,
(pp. 437-470)
.
2008
Persistent link: https://www.econbiz.de/10003567702
Saved in:
4
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
5
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2004
Persistent link: https://www.econbiz.de/10001763783
Saved in:
6
Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001724635
Saved in:
7
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2003
Persistent link: https://www.econbiz.de/10004835643
Saved in:
8
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Saved in:
9
Estimating security price derivatives using simulation
Broadie, Mark
;
Glasserman, Paul
-
1993
Persistent link: https://www.econbiz.de/10000990346
Saved in:
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