//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Contingent capital with a capi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
50
Language
All
Undetermined
50
Author
All
Glasserman, Paul
48
Shahabuddin, Perwez
7
Heidelberger, Philip
5
Broadie, Mark
4
Kim, Kyoung-Kuk
4
Chen, Zhiyong
2
Glasserman, P.
2
Kang, Wanmo
2
Kou, S.G.
2
Lev, Benjamin
2
Li, Jingyi
2
Liu, Tai-Wen
2
Liu, Zongjian
2
Staum, Jeremy
2
Tayur, Sridhar
2
Chen, Nan
1
Collette, Yann
1
Giles, Michael
1
Glover, Fred W.
1
Jain, Gautam
1
Jin, Yan
1
Juneja, Sandeep
1
Kochenberger, Gary A.
1
Kou, Steven
1
Merener, Nicolas
1
Nouri, Behzad
1
Siarry, Patrick
1
Suchintabandid, Sira
1
Tayur, S.
1
Wang, Yashan
1
Wang, Zhenyu
1
Xu, Xingbo
1
Yao, David D.
1
Yu, Bin
1
Zajic, Tim
1
Zhao, Xiaoliang
1
more ...
less ...
Published in...
All
Operations research : the journal of the Operations Research Society of America
12
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Mathematics of operations research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Interfaces : the INFORMS journal on the practice of operations research
2
Journal of economic dynamics & control
2
Journal of banking & finance
1
Naval research logistics : an international journal
1
Operations research, Management science : OR MS ; the international literature digest
1
Risk : managing risk in the world's financial markets
1
The journal of computational finance
1
The review of financial studies
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
119
RePEc
40
USB Cologne (EcoSocSci)
2
EconStor
1
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Contingent Capital with a Capital-Ratio Trigger
Glasserman, Paul
;
Nouri, Behzad
- In:
Management science : journal of the Institute for …
58
(
2012
)
10
,
pp. 1816-1834
Persistent link: https://www.econbiz.de/10010031262
Saved in:
2
A Simple Approximation for a Multistage Capacitated Production-Inventory System
Glasserman, P.
;
Tayur, S.
- In:
Naval research logistics : an international journal
43
(
1996
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10005989405
Saved in:
3
Gradient Estimation via Perturbation Analysis
Lev, Benjamin
;
Glasserman, P.
- In:
Interfaces : the INFORMS journal on the practice of …
23
(
1993
)
3
,
pp. 125-136
Persistent link: https://www.econbiz.de/10006354989
Saved in:
4
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:
5
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:
6
E DECISIONS AND FORECASTING - Importance sampling for portfolio credit risk - Ef: 110
Glasserman, Paul
;
Li, Jingyi
- In:
Operations research, Management science : OR MS ; the …
46
(
2006
)
4
,
pp. 455-460
Persistent link: https://www.econbiz.de/10007386670
Saved in:
7
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:
8
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:
9
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:
10
Importance Sampling for Portfolio Credit Risk
Glasserman, Paul
;
Li, Jingyi
- In:
Management science : journal of the Institute for …
51
(
2005
)
11
,
pp. 1643-1656
Persistent link: https://www.econbiz.de/10006076766
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->