Perwez Shahabuddin, 1962 - 2005: A professional appreciation
- Sigrún Andradóttir
- Paul Glasserman
- et al.
- 2007
- ACM TOMACS
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5 results for Paul Glasserman
Portfolio value-at-risk with heavy-tailed risk factors
- Paul Glasserman
- Philip Heidelberger
- et al.
- 2003
- Mathematical Finance
Importance sampling in the heath-jarrow-morton framework
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1999
- Journal of Derivatives
Multilevel splitting for estimating rare event probabilities
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1999
- Operations Research
A large deviations perspective on the efficiency of multilevel splitting
- Paul Glasserman
- Philip Heidelberger
- et al.
- 1998
- IEEE TACON