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Hidden Illiquidity with Multip...
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Glasserman, Paul
65
Moallemi, Ciamac C.
19
Young, H. Peyton
9
Broadie, Mark
7
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6
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5
Shahabuddin, Perwez
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1
Hidden illiquidity with multiple central counterparties
Glasserman, Paul
;
Moallemi, Ciamac C.
;
Yuan, Kai
- In:
Operations research
64
(
2016
)
5
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10011594669
Saved in:
2
Multiclass traffic flow dynamics : an endogenous model
Yuan, Kai
;
Lo, Hong Kam
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
2
,
pp. 456-474
Persistent link: https://www.econbiz.de/10012506487
Saved in:
3
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2004
Persistent link: https://www.econbiz.de/10001763783
Saved in:
4
Portfolio mathematics
Glasserman, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 55-102)
.
2008
Persistent link: https://www.econbiz.de/10003677812
Saved in:
5
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
Saved in:
6
Fast greeks by simulation in forward LIBOR models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 5-39
Persistent link: https://www.econbiz.de/10001517406
Saved in:
7
Importance sampling in the Health-Jarrow-Morton framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10001432466
Saved in:
8
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
-
2000
Persistent link: https://www.econbiz.de/10001496087
Saved in:
9
Estimating security price derivatives using simulation
Broadie, Mark
;
Glasserman, Paul
-
1993
Persistent link: https://www.econbiz.de/10000990346
Saved in:
10
A continuity correction for discrete barrier options
Broadie, Mark
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001232779
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