//--> //--> //--> //-->
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
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
Hidden Illiquidity with Multip...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
73
Theory
73
Optionspreistheorie
28
Option pricing theory
27
Portfolio selection
22
Portfolio-Management
22
Risikomanagement
14
Monte Carlo simulation
13
Risk management
13
Volatility
12
Volatilität
12
Financial market
11
Finanzmarkt
11
Securities trading
11
Wertpapierhandel
11
Credit risk
10
Kreditrisiko
10
Monte-Carlo-Simulation
10
USA
10
United States
10
Börsenkurs
9
Network
9
Netzwerk
9
Risikomaß
9
Risk measure
9
Share price
9
Ansteckungseffekt
8
Bank risk
8
Bankrisiko
8
Contagion effect
8
Derivat
8
Derivative
8
Forecasting model
8
Prognoseverfahren
8
Risiko
8
Risk
8
Simulation
7
Stochastic process
7
Stochastischer Prozess
7
Bank
6
more ...
less ...
Online availability
All
Free
73
Undetermined
53
Type of publication
All
Article
161
Book / Working Paper
85
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Working Paper
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
4
Book section
4
Bibliografie enthalten
1
Bibliography included
1
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
147
Undetermined
99
Author
All
Glasserman, Paul
202
Moallemi, Ciamac C.
42
Broadie, Mark
23
Shahabuddin, Perwez
17
Heidelberger, Philip
13
Kim, Kyoung-Kuk
9
Ghamami, Samim
8
Kang, Wanmo
8
Maglaras, Costis
8
Nouri, Behzad
8
Chen, Nan
7
Farias, Vivek F.
7
Kou, Steven
7
Mamaysky, Harry
7
Wang, Zhenyu
7
Young, H. Peyton
7
Wu, Qi
6
Capponi, Agostino
5
Desai, Vijay V.
5
Merener, Nicolas
5
Van Roy, Benjamin
5
Weber, Marko
5
Xu, Xingbo
5
Zhao, Xiaoliang
5
Chen, Zhiyong
4
Iyengar, Garud
4
Jin, Yan
4
Pirjol, Dan
4
Saglam, Mehmet
4
Wang, Muye
4
Yuan, Kai
4
Bookstaber, Richard M.
3
Du, Yiping
3
He, Pu
3
Iyer, Krishnamurthy
3
Jain, Gautam
3
Johari, Ramesh
3
Kim, Kyoung-kuk
3
Kou, S.G.
3
Li, Jingyi
3
more ...
less ...
Institution
All
Columbia University / Graduate School of Business
1
Department of Economics, Oxford University
1
Federal Reserve Bank of New York
1
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Columbia Business School Research Paper
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Operations research : the journal of the Operations Research Society of America
13
Finance and stochastics
12
Management Science
11
Operations research
8
Finance and Stochastics
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Journal of economic dynamics & control
5
Mathematical Finance
5
Mathematics of operations research
5
Quantitative finance
5
The journal of computational finance
5
Office of Financial Research Working Paper
4
Journal of Economic Dynamics and Control
3
Journal of banking & finance
3
Quantitative Finance
3
The review of financial studies
3
Columbia Business School Research Paper Forthcoming
2
Department of Economics discussion paper series / University of Oxford
2
INFORMS journal on computing : JOC
2
Journal of Banking & Finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
Paine Webber working paper series in money, economics and finance
2
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
2
Achieving financial stability : challenges to prudential regulation
1
Annual review of financial economics
1
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Applications of mathematics : stochastic modelling and applied probability
1
Bank of Finland Research Discussion Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Economics Series Working Papers / Department of Economics, Oxford University
1
FRB of New York Staff Report
1
Financial engineering
1
INFORMS journal on applied analytics
1
Interfaces : the INFORMS journal on the practice of operations research
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
more ...
less ...
Source
All
ECONIS (ZBW)
154
OLC EcoSci
53
RePEc
36
USB Cologne (EcoSocSci)
2
EconStor
1
Showing
171
-
180
of
246
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
171
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:
172
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:
173
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:
174
Variance Reduction Techniques for Estimating Value-at-Risk
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Management science : journal of the Institute for …
46
(
2000
)
10
,
pp. 1349-1364
Persistent link: https://www.econbiz.de/10006092349
Saved in:
175
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
Saved in:
176
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
Saved in:
177
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
Saved in:
178
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
Saved in:
179
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
Saved in:
180
Fast Simulation of Multifactor Portfolio Credit Risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Operations research : the journal of the Operations …
56
(
2008
)
5
,
pp. 1200-1217
Persistent link: https://www.econbiz.de/10008145135
Saved in:
First
Prev
14
15
16
17
18
19
20
21
22
23
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->