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ECONIS (ZBW)
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191
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
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192
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
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193
Monotone Optimal Control of Permutable GSMPs
Glasserman, Paul
;
Yao, David D.
- In:
Mathematics of operations research
19
(
1994
)
2
,
pp. 449-476
Persistent link: https://www.econbiz.de/10006421100
Saved in:
194
Filtered Monte Carlo
Glasserman, Paul
- In:
Mathematics of operations research
18
(
1993
)
3
,
pp. 610-634
Persistent link: https://www.econbiz.de/10006421315
Saved in:
195
Book Reviews
Lev, Benjamin
;
Collette, Yann
;
Siarry, Patrick
; …
- In:
Interfaces : the INFORMS journal on the practice of …
34
(
2004
)
6
,
pp. 469-473
Persistent link: https://www.econbiz.de/10006240356
Saved in:
196
Equilibrium Positive Interest Rates: A Unified View
Jin, Yan
;
Glasserman, Paul
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 187-214
Persistent link: https://www.econbiz.de/10007045670
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197
COMPUTATION METHODS Smoking adjoints: fast Monte Carlo Greeks
Giles, Michael
;
Glasserman, Paul
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
1
,
pp. 92-96
Persistent link: https://www.econbiz.de/10007020166
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198
Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables
Glasserman, Paul
;
Juneja, Sandeep
- In:
Mathematics of operations research
33
(
2008
)
1
,
pp. 36-50
Persistent link: https://www.econbiz.de/10007979900
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199
Fast Pricing of Basket Default Swaps
Chen, Zhiyong
;
Glasserman, Paul
- In:
Operations research : the journal of the Operations …
56
(
2008
)
2
,
pp. 286-303
Persistent link: https://www.econbiz.de/10007997075
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200
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10008108413
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