Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The effect of "regular and pre...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Financial market
7
Finanzmarkt
7
Derivat
4
Derivative
4
Securities trading
4
Wertpapierhandel
4
financial institutions
4
simulation
4
Financial crisis
3
Financial market regulation
3
Financial sector
3
Finanzkrise
3
Finanzmarktregulierung
3
Finanzsektor
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
finance
3
fire sales
3
Anlageverhalten
2
Ansteckungseffekt
2
Asymmetric information
2
Asymmetrische Information
2
Basel Accord
2
Basler Akkord
2
Behavioural finance
2
Capital structure
2
Collateral
2
Contagion effect
2
Convertible bond
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
Free
61
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
23
Undetermined
23
Author
All
Glasserman, Paul
43
Broadie, Mark
4
Chen, Nan
3
Ghamami, Samim
3
Nouri, Behzad
3
Young, H. Peyton
3
Capponi, Agostino
2
He, Pu
2
Kim, Kyoung-Kuk
2
Mamaysky, Harry
2
Weber, Marko
2
Zhang, Allen
2
Boyle, Phelim
1
Chen, Zhiyong
1
Cont, Rama
1
Derman, Emanuel
1
Duffie, Darrell
1
GLASSERMAN, PAUL
1
Heidelberger, Philip
1
Hortaçsu, Ali
1
Kang, Chulmin
1
Kang, Wanmo
1
Kastl, Jakub
1
Kou, Steven
1
Larrea, Enrique Lelo de
1
Li, Jingyi
1
Li, Mike
1
Lin, Caden
1
Liu, Tai-Wen
1
Moallemi, Ciamac C.
1
Neuberg, Richard
1
Pelger, Markus
1
Pirjol, Dan
1
Rogers, Leonard C. G.
1
Shahabuddin, Perwez
1
Shen, Yiwen
1
Suchintabandid, Sira
1
Tayur, Sridhar
1
Vega-Redondo, Fernando
1
WU, QI
1
more ...
less ...
Published in...
All
Management Science
9
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Finance and Stochastics
3
Journal of Economic Dynamics and Control
3
Operations research
3
Quantitative Finance
3
Quantitative finance
3
Journal of Banking & Finance
2
Annual review of financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial intermediation
1
London Business School Review
1
Manufacturing & Service Operations Management
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Stochastic Processes and their Applications
1
The American economic review
1
The journal of financial data science
1
The review of financial studies
1
more ...
less ...
Source
All
RePEc
23
ECONIS (ZBW)
22
Other ZBW resources
1
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum entropy distributions with applications to graph simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
2
Swing pricing : theory and evidence
Capponi, Agostino
;
Glasserman, Paul
;
Weber, Marko
- In:
Annual review of financial economics
15
(
2023
),
pp. 617-640
Persistent link: https://www.econbiz.de/10014427161
Saved in:
3
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
4
Assessing look-ahead bias in stock return predictions generated by GPT sentiment analysis
Glasserman, Paul
;
Lin, Caden
- In:
The journal of financial data science
6
(
2024
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10015195384
Saved in:
5
Dynamic information regimes in financial markets
Glasserman, Paul
;
Mamaysky, Harry
;
Shen, Yiwen
- In:
Management science : journal of the Institute for …
70
(
2024
)
9
,
pp. 6069-6092
Persistent link: https://www.econbiz.de/10015138019
Saved in:
6
Bounding wrong-way risk in CVA calculation
Glasserman, Paul
;
Yang, Linan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 268-305
Persistent link: https://www.econbiz.de/10011969151
Saved in:
7
Preface to the special issue on systemic risk : models and mechanisms
Cont, Rama
;
Duffie, Darrell
;
Glasserman, Paul
;
Rogers, …
- In:
Operations research
64
(
2016
)
5
,
pp. 1053-1055
Persistent link: https://www.econbiz.de/10011594632
Saved in:
8
Hidden illiquidity with multiple central counterparties
Glasserman, Paul
;
Moallemi, Ciamac C.
;
Yuan, Kai
- In:
Operations research
64
(
2016
)
5
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10011594669
Saved in:
9
Market-triggered changes in capital structure : equilibrium price dynamics
Glasserman, Paul
;
Nouri, Behzad
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2113-2153
Persistent link: https://www.econbiz.de/10011791219
Saved in:
10
Does OTC derivatives reform incentivize central clearing?
Ghamami, Samim
;
Glasserman, Paul
- In:
Journal of financial intermediation
32
(
2017
),
pp. 76-87
Persistent link: https://www.econbiz.de/10011822437
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
