Results 1 - 10 of 95 for General Search
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| Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
|---|---|---|---|
| 1 |
Material Type: Book
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Monte Carlo methods in financial engineeringPaul Glasserman 1962-New York Springer c2004Available at FFCLRP - Fac. Fil. Ciên. Let. de R. Preto (51:336 G549m 27984 ) and other locations(GetIt) |
| 2 |
Material Type: Book
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Monte Carlo methods in financial engineeringPaul GlassermanNew York, N.Y. Springer 2003Available at IME - Inst. Matemática e Estatística (QA287.7 G549m )(GetIt) |
| 3 |
Material Type: Book
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Monotone structure in discrete-event systemsPaul Glasserman 1962- David D Yao 1950-New York Wiley c1994Available at EPBC - Esc. Politécnica-Bib Central (621.001.5 G464m )(GetIt) |
| 4 |
Material Type: Book
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Stochastic networks stability and rare eventsWorkshop on Stochastic Networks (1995 Columbia, US) Paul Glasserman; Karl SigmanNew York Springer 1996Available at IME - Inst. Matemática e Estatística (S L471s v.117 )(GetIt) |
| 5 |
Material Type: Book
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Hedging with trees advances in pricing and risk managing derivativesMark Nathan Broadie; Paul Glasserman 1962-London Risk c1998Available at FEA - Fac. Econ. Adm. Contab. e Atuária (332.645 H453 ) and other locations(GetIt) |
| 6 |
Material Type: Book
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Stochastic NetworksPaul Sigman, Karl Yao, David D. Glasserman Karl Sigman; David D YaoSpringer New York 1996Online access |
| 7 |
Material Type: Article
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Importance Sampling for Portfolio Credit RiskGlasserman, Paul ; Li, JingyiManagement science, 2005-11, Vol.51 (11), p.1643-1656 [Peer Reviewed Journal]Linthicum, MD: INFORMSFull text available |
| 8 |
Material Type: Article
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A large deviations perspective on the efficiency of multilevel splittingGlasserman, P. ; Heidelberger, P. ; Shahabuddin, P. ; Zajic, T.IEEE transactions on automatic control, 1998-12, Vol.43 (12), p.1666-1679 [Peer Reviewed Journal]New York, NY: IEEEFull text available |
| 9 |
Material Type: Article
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Portfolio Value-at-Risk with Heavy-Tailed Risk FactorsGlasserman, Paul ; Heidelberger, Philip ; Shahabuddin, PerwezMathematical finance, 2002-07, Vol.12 (3), p.239-269 [Peer Reviewed Journal]Oxford, UK: Blackwell Publishers, IncFull text available |
| 10 |
Material Type: Article
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Number of paths versus number of basis functions in American option pricingGlasserman, Paul ; Yu, BinThe Annals of applied probability, 2004-11, Vol.14 (no. 4), p.2090-2119 [Peer Reviewed Journal]The Institute of Mathematical StatisticsFull text available |
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