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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Finance and stochastics
12
Operations research : the journal of the Operations Research Society of America
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Columbia Business School Research Paper
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Journal of economic dynamics & control
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Department of Economics discussion paper series / University of Oxford
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Tail approximations for portfolio credit risk
Glasserman, Paul
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 24-42
Persistent link: https://www.econbiz.de/10002535960
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2
Importance sampling in the Health-Jarrow-Morton framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10001432466
Saved in:
3
Enhanced Monte Carlo estimates for American option prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
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4
ENHANCED MONTE CARLO ESTIMATES FOR AMERICAN OPTION PRICES
Broadie, Mark
;
Glasserman, Paul
;
Jain, Gautam
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 2-3
Persistent link: https://www.econbiz.de/10007368291
Saved in:
5
Tail Approximations for Portfolio Credit Risk
Glasserman, Paul
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 24-42
Persistent link: https://www.econbiz.de/10005923871
Saved in:
6
Importance Sampling in the Heath-Jarrow-Morton Framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10005965389
Saved in:
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