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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Glasserman, Paul
12
Shahabuddin, Perwez
2
Staum, Jeremy
2
Chen, Zhiyong
1
Desai, Vijay V.
1
Farias, Vivek F.
1
Heidelberger, Philip
1
Kang, Wanmo
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Operations research : the journal of the Operations Research Society of America
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Columbia Business School Research Paper
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
12
Management Science
11
Operations research
8
Finance and Stochastics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Columbia - Graduate School of Business
5
Journal of economic dynamics & control
5
Mathematical Finance
5
Mathematics of operations research
5
Quantitative finance
5
The journal of computational finance
5
Office of Financial Research Working Paper
4
Journal of Economic Dynamics and Control
3
Journal of banking & finance
3
Quantitative Finance
3
The review of financial studies
3
Columbia Business School Research Paper Forthcoming
2
Department of Economics discussion paper series / University of Oxford
2
INFORMS journal on computing : JOC
2
Interfaces : the INFORMS journal on the practice of operations research
2
Journal of Banking & Finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
Paine Webber working paper series in money, economics and finance
2
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
2
Achieving financial stability : challenges to prudential regulation
1
Annual review of financial economics
1
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Applications of mathematics : stochastic modelling and applied probability
1
Bank of Finland Research Discussion Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economics Series Working Papers / Department of Economics, Oxford University
1
FRB of New York Staff Report
1
Financial engineering
1
Frontiers of mathematical finance : FMF
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Approximate Dynamic Programming via a Smoothed Linear Program
Desai, Vijay V.
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
- In:
Operations research : the journal of the Operations …
60
(
2012
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10009995832
Saved in:
2
Large Sample Properties of Weighted Monte Carlo Estimators
Glasserman, Paul
;
Yu, Bin
- In:
Operations research : the journal of the Operations …
53
(
2005
)
2
,
pp. 298-312
Persistent link: https://www.econbiz.de/10006417394
Saved in:
3
Resource Allocation Among Simulation Time Steps
Glasserman, Paul
;
Staum, Jeremy
- In:
Operations research : the journal of the Operations …
51
(
2003
)
6
,
pp. 908-921
Persistent link: https://www.econbiz.de/10006417844
Saved in:
4
ARTICLES - Conditioning on One-Step Survival for Barrier Option Simulations
Glasserman, Paul
;
Staum, Jeremy
- In:
Operations research : the journal of the Operations …
49
(
2001
)
6
,
pp. 923-937
Persistent link: https://www.econbiz.de/10006418662
Saved in:
5
ARTICLES - Multilevel Splitting for Estimating Rare Event Probabilities
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Operations research : the journal of the Operations …
47
(
1999
)
4
,
pp. 585-600
Persistent link: https://www.econbiz.de/10006419536
Saved in:
6
ARTICLES - Leadtime-Inventory Trade-Offs in Assemble-to-Order Systems
Glasserman, Paul
;
Wang, Yashan
- In:
Operations research : the journal of the Operations …
46
(
1998
)
6
,
pp. 858-871
Persistent link: https://www.econbiz.de/10006419735
Saved in:
7
Bounds and Asymptotics for Planning Critical Safety Stocks
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
45
(
1997
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10006420226
Saved in:
8
Allocating Production Capacity Among Multiple Products
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
44
(
1996
)
5
,
pp. 724-734
Persistent link: https://www.econbiz.de/10006420474
Saved in:
9
The Stability of a Capacitated, Multi-Echelon Production-Inventory System Under a Basestock Policy
Glasserman, Paul
;
Tayur, Sridhar
- In:
Operations research : the journal of the Operations …
42
(
1994
)
5
,
pp. 913-925
Persistent link: https://www.econbiz.de/10006420979
Saved in:
10
Robust Portfolio Control with Stochastic Factor Dynamics
Glasserman, Paul
;
Xu, Xingbo
- In:
Operations research : the journal of the Operations …
61
(
2013
)
4
,
pp. 874-893
Persistent link: https://www.econbiz.de/10010171576
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