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ECONIS (ZBW)
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171
Introduction to the Special Issue on Stochastic Models and Simulation
Glasserman, Paul
- In:
Management science : journal of the Institute for …
46
(
2000
)
9
,
pp. iii
Persistent link: https://www.econbiz.de/10006093383
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172
Estimating security price derivatives using simulation
Broadie, Mark
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
42
(
1996
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10006101473
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173
Rare-event Simulatlon for Multistage Production-inventory Systems
Glasserman, Paul
;
Liu, Tai-Wen
- In:
Management science : journal of the Institute for …
42
(
1996
)
9
,
pp. 1292-1307
Persistent link: https://www.econbiz.de/10006102614
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174
Sensitivity Analysis for Base-stock Levels in Multiechelon Production-inventory Systems
Glasserman, Paul
;
Tayur, Sridhar
- In:
Management science : journal of the Institute for …
41
(
1995
)
2
,
pp. 263-281
Persistent link: https://www.econbiz.de/10006103080
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175
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. 1-34
Persistent link: https://www.econbiz.de/10008352627
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176
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/10008162059
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177
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
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178
Estimating Greeks in simulating Lévy-driven models
Glasserman, Paul
;
Liu, Zongjian
- In:
The journal of computational finance
14
(
2010
)
2
,
pp. 3-57
Persistent link: https://www.econbiz.de/10008787350
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179
The Term Structure of Simple Forward Rates with Jump Risk
Glasserman, Paul
;
Kou, S.G.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10008215442
Saved in:
180
Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008215838
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