Paul Glasserman

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Paul Glasserman

16 Published BooksPaul Glasserman

Popular Books by Paul Glasserman

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)

By: Paul Glasserman
Stochastic Networks (Lecture Notes in Statistics, 117)
Stochastic Networks (Lecture Notes in Statistics, 117)
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Stochastic Networks (Lecture Notes in Statistics, 117)

By: Paul Glasserman
Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)
Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)
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Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)

By: Paul Glasserman
Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science, 116)
Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science, 116)
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Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science, 116)

By: Paul Glasserman
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) 2003 by Glasserman, Paul (2003) Hardcover
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) 2003 by Glasserman, Paul (2003) Hardcover
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) 2003 by Glasserman, Paul (2003) Hardcover

By: Paul Glasserman
Stochastic Networks
Stochastic Networks
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Stochastic Networks

By: Paul Glasserman
Monte Carlo Methods in Financial Engineering
Monte Carlo Methods in Financial Engineering
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Monte Carlo Methods in Financial Engineering

By: Paul Glasserman
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability Book 53)
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability Book 53)
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability Book 53)

By: Paul Glasserman
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
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Asymptotically optimal importance sampling and stratification for pricing path-dependent options

By: Paul Glasserman
Variance reduction techniques for estimating value-at-risk
Variance reduction techniques for estimating value-at-risk
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Variance reduction techniques for estimating value-at-risk

By: Paul Glasserman