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Glasserman, Paul
202
Juneja, Sandeep
34
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Shahabuddin, Perwez
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13
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9
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Management science : journal of the Institute for Operations Research and the Management Sciences
17
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14
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ECONIS (ZBW)
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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:
2
Calculating portfolio credit risk
Glasserman, Paul
- In:
Financial engineering
,
(pp. 437-470)
.
2008
Persistent link: https://www.econbiz.de/10003567702
Saved in:
3
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
Saved in:
4
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
Saved in:
5
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2004
Persistent link: https://www.econbiz.de/10001763783
Saved in:
6
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
Saved in:
7
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:
8
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/10003899268
Saved in:
9
Correlation expansions for CDO pricing
Glasserman, Paul
;
Suchintabandid, Sira
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1375-1398
Persistent link: https://www.econbiz.de/10003461167
Saved in:
10
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
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