Browsing by Author "Glasserman, Paul"
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- A Pruned and Bootstrapped American Option Simulator(Institute of Electrical and Electronics Engineers (IEEE), 1995) Broadie, Mark; Glasserman, Paul
- Correlation of Markov Chains Simulated in Parallel(Institute of Electrical and Electronics Engineers (IEEE), 1992) Glasserman, Paul; Vakili, Pirooz
- Gaussian Importance Sampling and Stratification: Computational Issues(Institute of Electrical and Electronics Engineers (IEEE), 1998) Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
- Gradient Estimation for Regenerative Processes(Institute of Electrical and Electronics Engineers (IEEE), 1992) Glasserman, Paul; Glynn, Peter W.
- Performance Continuity and Differentiability in Monte Carlo Optimization(Institute of Electrical and Electronics Engineers (IEEE), 1988) Glasserman, Paul
- Recent Advances in Simulation for Security Pricing(Institute of Electrical and Electronics Engineers (IEEE), 1995) Boyle, Phelim; Broadie, Mark; Glasserman, Paul
- Splitting for Rare Event Simulation: Analysis of Simple Cases(Institute of Electrical and Electronics Engineers (IEEE), 1996) Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
