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Glasserman, Paul
48
Shahabuddin, Perwez
7
Broadie, Mark
5
Heidelberger, Philip
5
Moallemi, Ciamac C.
5
Kim, Kyoung-Kuk
4
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2
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Operations research : the journal of the Operations Research Society of America
13
Management science : journal of the Institute for Operations Research and the Management Sciences
11
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
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Naval research logistics : an international journal
1
Operations research, Management science : OR MS ; the international literature digest
1
Risk : managing risk in the world's financial markets
1
The journal of computational finance
1
The review of financial studies
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OLC EcoSci
ECONIS (ZBW)
159
RePEc
42
USB Cologne (EcoSocSci)
2
EconStor
1
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An Axiomatic Approach to Systemic Risk
Chen, Chen
;
Iyengar, Garud
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
59
(
2013
)
6
,
pp. 1373-1388
Persistent link: https://www.econbiz.de/10010131496
Saved in:
2
Pathwise Optimization for Optimal Stopping Problems
Desai, Vijay V.
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
58
(
2012
)
12
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10010055802
Saved in:
3
Efficient Risk Estimation via Nested Sequential Simulation
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1172-1195
Persistent link: https://www.econbiz.de/10009163505
Saved in:
4
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:
5
Resource Allocation via Message Passing
Moallemi, Ciamac C.
;
Van Roy, Benjamin
- In:
INFORMS journal on computing : JOC
23
(
2011
)
2
,
pp. 205-220
Persistent link: https://www.econbiz.de/10008998856
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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