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Glasserman, Paul
48
Shahabuddin, Perwez
7
Heidelberger, Philip
5
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4
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4
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2
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Operations research : the journal of the Operations Research Society of America
12
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Mathematics of operations research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of economic dynamics & control
2
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of banking & finance
1
Operations research, Management science : OR MS ; the international literature digest
1
Risk : managing risk in the world's financial markets
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The journal of computational finance
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The review of financial studies
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OLC EcoSci
ECONIS (ZBW)
138
RePEc
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USB Cologne (EcoSocSci)
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EconStor
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Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008215838
Saved in:
2
Book Reviews
Lev, Benjamin
;
Collette, Yann
;
Siarry, Patrick
; …
- In:
Interfaces : the INFORMS journal on the practice of …
34
(
2004
)
6
,
pp. 469-473
Persistent link: https://www.econbiz.de/10006240356
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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