| 2007 |
|---|
| 19 | EE | Phelim Boyle,
Mark Broadie,
Paul Glasserman:
Recent advances in simulation for security pricing (1995).
Winter Simulation Conference 2007: 9 |
| 18 | EE | Paul Glasserman,
Zongjian Liu:
Sensitivity estimates from characteristic functions.
Winter Simulation Conference 2007: 932-940 |
| 17 | EE | Zhiyong Chen,
Paul Glasserman:
Approximations and control variates for pricing portfolio credit derivatives.
Winter Simulation Conference 2007: 976-983 |
| 16 | EE | Sigrún Andradóttir,
Paul Glasserman,
Peter W. Glynn,
Philip Heidelberger,
Sandeep Juneja:
Perwez Shahabuddin, 1962--2005: A professional appreciation.
ACM Trans. Model. Comput. Simul. 17(2): (2007) |
| 2004 |
|---|
| 15 | EE | Nomesh Bolia,
Sandeep Juneja,
Paul Glasserman:
Function-Approximation-Based Importance Sampling for Pricing American Options.
Winter Simulation Conference 2004: 604-611 |
| 2003 |
|---|
| 14 | EE | Paul Glasserman,
Jingyi Li:
New simulation methodology for risk analysis: importance sampling for a mixed Poisson model of portfolio credit risk.
Winter Simulation Conference 2003: 267-275 |
| 2001 |
|---|
| 13 | EE | Paul Glasserman,
Jeremy Staum:
Simulation in financial engineering: stopping simulated paths early.
Winter Simulation Conference 2001: 318-324 |
| 2000 |
|---|
| 12 | EE | Paul Glasserman,
Philip Heidelberger,
Perwez Shahabuddin:
Variance reduction techniques for value-at-risk with heavy-tailed risk factors.
Winter Simulation Conference 2000: 604-609 |
| 1999 |
|---|
| 11 | EE | Paul Glasserman,
Philip Heidelberger,
Perwez Shahabuddin:
Stratification issues in estimating value-at-risk.
Winter Simulation Conference 1999: 351-358 |
| 1998 |
|---|
| 10 | EE | Paul Glasserman,
Philip Heidelberger,
Perwez Shahabuddin:
Gaussian Importance Sampling and Stratification: Computational Issues.
Winter Simulation Conference 1998: 685-694 |
| 1996 |
|---|
| 9 | EE | Paul Glasserman,
Philip Heidelberger,
Perwez Shahabuddin,
Tim Zajic:
Splitting for Rare Event Simulation: Analysis of Simple Cases.
Winter Simulation Conference 1996: 302-308 |
| 1995 |
|---|
| 8 | EE | Phelim Boyle,
Mark Broadie,
Paul Glasserman:
Recent Advances in Simulation for Security Pricing.
Winter Simulation Conference 1995: 212-219 |
| 7 | EE | Mark Broadie,
Paul Glasserman:
A Pruned and Bootstrapped American Option Simulator.
Winter Simulation Conference 1995: 229-235 |
| 6 | EE | Paul Glasserman,
Shing-Gang Kou:
Analysis of an Importance Sampling Estimator for Tandem Queues.
ACM Trans. Model. Comput. Simul. 5(1): 22-42 (1995) |
| 1992 |
|---|
| 5 | EE | Paul Glasserman,
Peter W. Glynn:
Gradient estimation for regenerative processes.
Winter Simulation Conference 1992: 280-288 |
| 4 | EE | Paul Glasserman,
Pirooz Vakili:
Correlation of Markov Chains Simulated in Parallel.
Winter Simulation Conference 1992: 475-482 |
| 1991 |
|---|
| 3 | EE | Paul Glasserman:
Structural Conditions for Perturbation Analysis of Queuing Systems.
J. ACM 38(4): 1005-1025 (1991) |
| 1989 |
|---|
| 2 | EE | Paul Glasserman,
Wei-Bo Gong:
Derivative estimates from discontinuous realizations: smoothing techniques.
Winter Simulation Conference 1989: 381-389 |
| 1 | | Paul Glasserman,
Yu-Chi Ho:
Aggregation Approximations for Sensitivity Analysis of Multi-Class Queueing Networks.
Perform. Eval. 10(4): 295-308 (1989) |
