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Glasserman, Paul
48
Shahabuddin, Perwez
7
Heidelberger, Philip
5
Broadie, Mark
4
Kim, Kyoung-Kuk
4
Chen, Zhiyong
2
Glasserman, P.
2
Kang, Wanmo
2
Kou, S.G.
2
Lev, Benjamin
2
Li, Jingyi
2
Liu, Tai-Wen
2
Liu, Zongjian
2
Staum, Jeremy
2
Tayur, Sridhar
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Tayur, S.
1
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1
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1
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1
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1
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1
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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
Interfaces : the INFORMS journal on the practice of operations research
2
Journal of economic dynamics & control
2
Risk : managing risk in the world's financial markets
2
Journal of banking & finance
1
Naval research logistics : an international journal
1
Operations research, Management science : OR MS ; the international literature digest
1
The journal of computational finance
1
The review of financial studies
1
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OLC EcoSci
ECONIS (ZBW)
247
RePEc
59
EconStor
3
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
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1
Gradient Estimation via Perturbation Analysis
Lev, Benjamin
;
Glasserman, P.
- In:
Interfaces : the INFORMS journal on the practice of …
23
(
1993
)
3
,
pp. 125-136
Persistent link: https://www.econbiz.de/10006354989
Saved in:
2
A Simple Approximation for a Multistage Capacitated Production-Inventory System
Glasserman, P.
;
Tayur, S.
- In:
Naval research logistics : an international journal
43
(
1996
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10005989405
Saved in:
3
Basel II - Uncertain ratios - Like their counterparts elsewhere, South African banks are bracing themselves for a round of changes to Basel II rules. But it is the implications for liquidity and not capital that most concern market participants.
Brigo, Damiano
;
Capponi, Agostino
- In:
Risk : managing risk in the world's financial markets
23
(
2010
)
3
,
pp. 74-77
Persistent link: https://www.econbiz.de/10008396081
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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