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102篇 您的检索式：作者名="Glasserman P"

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	题名	作者	年代	出处	被引量
1	A simple approximation for a multistage capacitated production inventory system显示文摘	Glasserman P Sridhar T	1996	Naval Research Logistics1996，43，：	1
2	Contingent capital with a capital-ratio trigger显示文摘	Glasserman P Nouri B	2010	Management Science2010，58，10：	1
3	Portfolio value-at-risk with heavy-tailed risk factors显示文摘	Glasserman P Heidelberger P Shahabuddin P	2002	Mathematical Finance2002，12，3：	1
4	Asymptotic optimal importance sampling and stratification for pricing pathdependent options显示文摘	Glasserman P Heidelberger P Shahabuddin P	1999	Mathematical Finance1999，9，：	1
5	Importance sampling for portfolio credit risk显示文摘	Glasserman P Li J	2005	Management Science2005，51，11：	1
6	Fast simulation of multifactor portfolio credit risk显示文摘	Glasserman P W Kang Shahabuddin P	2008	Operation Research2008，56，：	1
7	Portfolio value-at-risk with heavy-tailed risk factors显示文摘	Glasserman P Heidelberger P Shahabuddin P	2002	Mathematical Finance2002，12，3：	1
8	Asymptotically optimal importance sampling and stratification for pricing path - dependent options显示文摘	Glasserman P Heidelberger P Shahabuddin P	1999	Mathematical Finance1999，，9：	1
9	Arbitrage-free discretization of lognormal forward LIBOR and swap rate models显示文摘	Glasserman P Zhao X	2000	Finance and Stochastics2000，4，1：	1
10	Portfolio value-at-pisk with heavy-tailed risk factors显示文摘	Glasserman P Heidelberger P Shahabuddin P	2002	Mathematical Finance2002，12，3：	1
11	Correlation expansions for CDO pricing显示文摘	Glasserman P Suchintabandid S	2007	Journal of Banking and Finance2007，，5：	1
12	Importance sampling for portfolio credit risk显示文摘	Glasserman P Li J Y		0，，11：	1
13	Monte Carlo methods for security pricing显示文摘	BOYLE P R BROADIE M GLASSERMAN P	1997	Journal of Economic Dynamics and Control1997，，21：	1
14	Monte Carlo methods for securities pricing显示文摘	Broadie P Glasserman P	1997	Journal of Economic Dynamic and Control1997，21，：	1
15	Large deviations in multifactor portfolio credit risk显示文摘	Glasserman P Wanmo K		0，，3：	1
16	Fast simulation of multifactor portfolio credit risk显示文摘	Glasserman P Wanmo K		0，，5：	1
17	Monte Cado methods for securities pricing显示文摘	GLASSERMAN P	1997	Journal of Economic Dynamic and Control1997，，21：	1
18	Monte Carlo methods for security pricing显示文摘	BOYLE P BROADIE M GLASSERMAN P		J of Economic Dynamics and Control0，，：	1
19	Measuring marginal risk contributions in credit portfolios显示文摘	Glasserman P		0，，09：	1
20	A continuity correction for discrete barrier options显示文摘	Broadie M Glasserman P Kou S G	1997	Mathematical Finance1997，，7：	1

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