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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Management Science
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
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12
Operations research : the journal of the Operations Research Society of America
12
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5
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5
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5
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5
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3
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3
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The review of financial studies
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Achieving financial stability : challenges to prudential regulation
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Annual review of financial economics
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Applications of mathematics : stochastic modelling and applied probability
1
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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
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FRB of New York Staff Report
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Variance Reduction Techniques for Estimating Value-at-Risk
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Management science : journal of the Institute for …
46
(
2000
)
10
,
pp. 1349-1364
Persistent link: https://www.econbiz.de/10006092349
Saved in:
2
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:
3
Contingent capital with a capital-ratio trigger
Glasserman, Paul
;
Nouri, Behzad
- In:
Management science : journal of the Institute for …
58
(
2012
)
10
,
pp. 1816-1833
Persistent link: https://www.econbiz.de/10009664658
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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:
8
A renewal theoretic approach to bias reduction in generative simulations
Meketon, Marc S.
;
Heidelberger, Philip
- In:
Management science : journal of the Institute for …
28
(
1982
)
2
,
pp. 173-181
Persistent link: https://www.econbiz.de/10003574484
Saved in:
9
Sensitivity analysis from sample paths using likelihoods
Heidelberger, Philip
- In:
Management science : journal of the Institute for …
35
(
1989
)
12
,
pp. 1475-1488
Persistent link: https://www.econbiz.de/10001082111
Saved in:
10
Convergence properties of infinitesimal perturbation analysis estimates
Heidelberger, Philip
(
contributor
)
- In:
Management science : journal of the Institute for …
34
(
1988
)
11
,
pp. 1281-1302
Persistent link: https://www.econbiz.de/10001060040
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