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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Glasserman, Paul
12
Shahabuddin, Perwez
2
Staum, Jeremy
2
Chen, Zhiyong
1
Heidelberger, Philip
1
Kang, Wanmo
1
Liu, Zongjian
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Tayur, Sridhar
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Operations research : the journal of the Operations Research Society of America
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Management Science
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Finance and stochastics
12
Columbia Business School Research Paper
10
Finance and Stochastics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Columbia - Graduate School of Business
5
Journal of economic dynamics & control
5
Mathematical Finance
5
Mathematics of operations research
5
Operations research
5
The journal of computational finance
5
Office of Financial Research Working Paper
4
Journal of Economic Dynamics and Control
3
Journal of banking & finance
3
Quantitative Finance
3
Quantitative finance
3
The review of financial studies
3
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Tinbergen Institute
2
Interfaces : the INFORMS journal on the practice of operations research
2
Journal of Banking & Finance
2
Paine Webber working paper series in money, economics and finance
2
Tinbergen Institute Discussion Papers
2
Achieving financial stability : challenges to prudential regulation
1
Annual review of financial economics
1
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
Columbia Business School Research Paper Forthcoming
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economics Series Working Papers / Department of Economics, Oxford University
1
FRB of New York Staff Report
1
Financial engineering
1
GSIA Working Papers
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Journal of economic literature
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ARTICLES - Multilevel Splitting for Estimating Rare Event Probabilities
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Operations research : the journal of the Operations …
47
(
1999
)
4
,
pp. 585-600
Persistent link: https://www.econbiz.de/10006419536
Saved in:
2
Fast Simulation of Multifactor Portfolio Credit Risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Operations research : the journal of the Operations …
56
(
2008
)
5
,
pp. 1200-1217
Persistent link: https://www.econbiz.de/10008145135
Saved in:
3
Large Sample Properties of Weighted Monte Carlo Estimators
Glasserman, Paul
;
Yu, Bin
- In:
Operations research : the journal of the Operations …
53
(
2005
)
2
,
pp. 298-312
Persistent link: https://www.econbiz.de/10006417394
Saved in:
4
Resource Allocation Among Simulation Time Steps
Glasserman, Paul
;
Staum, Jeremy
- In:
Operations research : the journal of the Operations …
51
(
2003
)
6
,
pp. 908-921
Persistent link: https://www.econbiz.de/10006417844
Saved in:
5
Sensitivity Estimates from Characteristic Functions
Glasserman, Paul
;
Liu, Zongjian
- In:
Operations research : the journal of the Operations …
58
(
2010
)
6
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10008770904
Saved in:
6
Robust Portfolio Control with Stochastic Factor Dynamics
Glasserman, Paul
;
Xu, Xingbo
- In:
Operations research : the journal of the Operations …
61
(
2013
)
4
,
pp. 874-893
Persistent link: https://www.econbiz.de/10010171576
Saved in:
7
ARTICLES - Leadtime-Inventory Trade-Offs in Assemble-to-Order Systems
Glasserman, Paul
;
Wang, Yashan
- In:
Operations research : the journal of the Operations …
46
(
1998
)
6
,
pp. 858-871
Persistent link: https://www.econbiz.de/10006419735
Saved in:
8
Bounds and Asymptotics for Planning Critical Safety Stocks
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
45
(
1997
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10006420226
Saved in:
9
Allocating Production Capacity Among Multiple Products
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
44
(
1996
)
5
,
pp. 724-734
Persistent link: https://www.econbiz.de/10006420474
Saved in:
10
The Stability of a Capacitated, Multi-Echelon Production-Inventory System Under a Basestock Policy
Glasserman, Paul
;
Tayur, Sridhar
- In:
Operations research : the journal of the Operations …
42
(
1994
)
5
,
pp. 913-925
Persistent link: https://www.econbiz.de/10006420979
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