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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Glasserman, Paul"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Columbia Business School Research Paper
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Office of Financial Research Working Paper
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Department of Economics discussion paper series / University of Oxford
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Journal of economic dynamics & control
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Applications of mathematics : stochastic modelling and applied probability
1
Columbia Business School Research Paper Forthcoming
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FRB of New York Staff Report
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Finance and Stochastics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial intermediation
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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OFR WP 16-07
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OFR WP 17-01
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Quantitative finance
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
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2
Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino
;
Glasserman, Paul
;
Weber, Marko
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
Saved in:
3
Submodular risk allocation
Ghamami, Samim
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
Saved in:
4
Valuing the treasury's capital assistance program
Glasserman, Paul
;
Wang, Zhenyu
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1195-1211
Persistent link: https://www.econbiz.de/10009267630
Saved in:
5
Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
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