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Hidden Illiquidity with Multip...
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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:
2
A microscopic investigation into the capacity drop : impacts of longitudinal behavior on the queue discharge rate
Yuan, Kai
;
Knoop, Victor L.
;
Hoogendoorn, Serge Paul
- In:
Transportation science : a journal of the Institute for …
51
(
2017
)
3
,
pp. 852-862
Persistent link: https://www.econbiz.de/10011743931
Saved in:
3
Multiclass traffic flow dynamics : an endogenous model
Yuan, Kai
;
Lo, Hong Kam
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
2
,
pp. 456-474
Persistent link: https://www.econbiz.de/10012506487
Saved in:
4
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
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5
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
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6
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
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7
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:
8
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:
9
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:
10
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
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