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Siegel's paradox and the prici...
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Optionspreistheorie
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Glasserman, Paul
Madan, Dilip B.
90
Cui, Zhenyu
73
Joshi, Mark S.
72
Fabozzi, Frank J.
71
Härdle, Wolfgang
71
Broll, Udo
68
Carr, Peter
60
Chiarella, Carl
60
Takahashi, Akihiko
60
Schoutens, Wim
57
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
46
Hull, John
44
Wystup, Uwe
42
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41
Benth, Fred Espen
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37
Kwok, Yue-Kuen
37
Schlögl, Erik
37
Oosterlee, Cornelis W.
36
Lee, Cheng F.
35
Belomestny, Denis
34
Kim, Young Shin
33
Christoffersen, Peter F.
32
Fusai, Gianluca
32
Wang, Xingchun
32
Zhang, Jin E.
32
Barone-Adesi, Giovanni
31
Korn, Ralf
31
Platen, Eckhard
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Ewald, Christian-Oliver
30
Schwartz, Eduardo S.
30
Jacquier, Antoine (Jack)
28
Korn, Olaf
28
Nguyen, Duy
28
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3
Journal of economic dynamics & control
3
The journal of computational finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applications of mathematics : stochastic modelling and applied probability
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Paine Webber working paper series in money, economics and finance
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ECONIS (ZBW)
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The term structure of simple forward rates with jump risk
Glasserman, Paul
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10001782287
Saved in:
2
Saddlepoint approximations for affine jump-diffusion models
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10003810117
Saved in:
3
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
4
Moment explosions and stationary distributions in affine diffusion models
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003955654
Saved in:
5
Portfolio mathematics
Glasserman, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 55-102)
.
2008
Persistent link: https://www.econbiz.de/10003677812
Saved in:
6
Forward and future implied volatility
Glasserman, Paul
;
Wu, Qi
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
Saved in:
7
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:
8
A stochastic mesh method for pricing high-dimensional American options
Broadie, Mark
;
Glasserman, Paul
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 35-72
Persistent link: https://www.econbiz.de/10002126763
Saved in:
9
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 117-152
Persistent link: https://www.econbiz.de/10001372181
Saved in:
10
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2004
Persistent link: https://www.econbiz.de/10001763783
Saved in:
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