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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
Columbia Business School Research Paper
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Operations research : the journal of the Operations Research Society of America
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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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/10009701851
Saved in:
2
Information aggregation and allocative efficiency in smooth markets
Iyer, Krishnamurthy
;
Johari, Ramesh
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
60
(
2014
)
10
,
pp. 2509-2524
Persistent link: https://www.econbiz.de/10010461867
Saved in:
3
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/10009777035
Saved in:
4
Near-optimal A-B testing
Bhat, Nikhil
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
; …
- In:
Management science : journal of the Institute for …
66
(
2020
)
10
,
pp. 4477-4495
Persistent link: https://www.econbiz.de/10012305255
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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