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~isPartOf:"Mathematics of operations research"
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Mathematics of operations research
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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Operations research : the journal of the Operations Research Society of America
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Interfaces : the INFORMS journal on the practice of operations research
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Uniformly efficient importance sampling for the tail distribution of sums of random variables
Glasserman, Paul
;
Juneja, Sandeep
- In:
Mathematics of operations research
33
(
2008
)
1
,
pp. 36-50
Persistent link: https://www.econbiz.de/10003687581
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2
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
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3
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
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4
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
Saved in:
5
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino
;
Sun, Xu
;
Yao, David D.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 1127-1152
Persistent link: https://www.econbiz.de/10012293374
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6
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
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7
Corrected Diffusion Approximations for a Multistage Production-inventory System
Glasserman, Paul
;
Liu, Tai-Wen
- In:
Mathematics of operations research
22
(
1997
)
1
,
pp. 186-201
Persistent link: https://www.econbiz.de/10006420236
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8
Monotone Optimal Control of Permutable GSMPs
Glasserman, Paul
;
Yao, David D.
- In:
Mathematics of operations research
19
(
1994
)
2
,
pp. 449-476
Persistent link: https://www.econbiz.de/10006421100
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9
Filtered Monte Carlo
Glasserman, Paul
- In:
Mathematics of operations research
18
(
1993
)
3
,
pp. 610-634
Persistent link: https://www.econbiz.de/10006421315
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10
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
Glasserman, Paul
;
Juneja, Sandeep
- In:
Mathematics of operations research
33
(
2008
)
1
,
pp. 36-50
Persistent link: https://www.econbiz.de/10007979900
Saved in:
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