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Glasserman, Paul
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SIMULATION OF BIPARTITE OR DIRECTED GRAPHS WITH PRESCRIBED DEGREE SEQUENCES USING MAXIMUM ENTROPY PROBABILITIES
by
Glasserman, Paul
,
de Larrea, Enrique Lelo
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Contingent capital with discrete conversion from debt to equity
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Glasserman, P
,
Nouri, B
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Importance sampling for tail risk in discretely rebalanced portfolios
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Glasserman, P
,
Xingbo Xu
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Approximations and control variates for pricing portfolio credit derivatives
by
Chen, Zhiyong
,
Glasserman, Paul
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5
Beta approximations for bridge sampling
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Glasserman, Paul
,
Kyoung-Kuk Kim
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6
Sensitivity estimates from characteristic functions
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Glasserman, Paul
,
Liu, Zongjian
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7
Stability of IPA derivative estimates through a stochastic linear difference equation
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Glasserman, P.
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8
Subadditivity and stability of a class of discrete-event systems
by
Glasserman, P.
,
Yao, D.D.
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9
Overflow probabilities in Jackson networks
by
Glasserman, P.
,
Shing-Gang Kou
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