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Hidden Illiquidity with Multip...
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61
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-296
Persistent link: https://www.econbiz.de/10009159098
Saved in:
62
Valuing the treasury's capital assistance program
Glasserman, Paul
;
Wang, Zhenyu
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1195-1211
Persistent link: https://www.econbiz.de/10009267630
Saved in:
63
Process systems engineering as a modeling paradigm for analyzing systemic risk in financial networks
Bookstaber, Richard M.
;
Glasserman, Paul
;
Iyengar, Garud
; …
- In:
The journal of investing
24
(
2015
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10011416699
Saved in:
64
How likely is contagion in financial networks?
Glasserman, Paul
;
Young, H. Peyton
-
2013
Persistent link: https://www.econbiz.de/10009732811
Saved in:
65
Contingent capital with a capital-ratio trigger
Glasserman, Paul
;
Nouri, Behzad
- In:
Management science : journal of the Institute for …
58
(
2012
)
10
,
pp. 1816-1833
Persistent link: https://www.econbiz.de/10009664658
Saved in:
66
Stress tests to promote financial stability : assessing progress and looking to the future
Bookstaber, Rick
;
Cetina, Jill
;
Feldberg, Greg
;
Flood, …
- In:
Journal of risk management in financial institutions
7
(
2014
)
1
,
pp. 16-25
Persistent link: https://www.econbiz.de/10010259569
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67
Are the Federal Reserve's stress test results predictable?
Glasserman, Paul
;
Tangirala, Gowtham
- In:
The journal of alternative investments
18
(
2015/2016
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10011471218
Saved in:
68
Design of risk weights
Glasserman, Paul
;
Kang, Wanmo
- In:
Operations research
62
(
2014
)
6
,
pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
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69
How likely is contagion in financial networks?
Glasserman, Paul
;
Young, H. Peyton
- In:
Journal of banking & finance
50
(
2015
),
pp. 383-399
Persistent link: https://www.econbiz.de/10010509515
Saved in:
70
Large deviations in multifactor portfolio credit risk
Glasserman, Paul
;
Kang, Wanmo
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 345-379
Persistent link: https://www.econbiz.de/10003626548
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