Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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