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The journal of computational finance
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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A stochastic mesh method for pricing high-dimensional American options
Broadie, Mark
;
Glasserman, Paul
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 35-72
Persistent link: https://www.econbiz.de/10002126763
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3
Cap and swaption approximations in Libor market models with jumps
Glasserman, Paul
;
Merener, Nicolas
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001805437
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4
Estimating Greeks in simulating Lévy-driven models
Glasserman, Paul
;
Liu, Zongjian
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 3-56
Persistent link: https://www.econbiz.de/10008810140
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5
Estimating Greeks in simulating Lévy-driven models
Glasserman, Paul
;
Liu, Zongjian
- In:
The journal of computational finance
14
(
2010
)
2
,
pp. 3-57
Persistent link: https://www.econbiz.de/10008787350
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