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Author ID: glasserman.paul Recent zbMATH articles by "Glasserman, Paul"
Published as: Glasserman, Paul; Glasserman, P.
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Publications by Year

Citations contained in zbMATH Open

87 Publications have been cited 2,235 times in 1,615 Documents Cited by Year
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
556
2004
Monte Carlo methods for security pricing. Zbl 0901.90007
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
134
1997
Pricing American-style securities using simulation. Zbl 0901.90009
Broadie, Mark; Glasserman, Paul
105
1997
Gradient estimation via perturbation analysis. Foreword by Yu-Chi Ho. Zbl 0746.90024
Glasserman, Paul
98
1991
A continuity correction for discrete barrier options. Zbl 1020.91020
Broadie, Mark; Glasserman, Paul; Kou, Steven
88
1997
Estimating security price derivatives using simulation. Zbl 0881.90018
Broadie, Mark; Glasserman, Paul
81
1996
Connecting discrete and continuous path-dependent options. Zbl 0924.90007
Broadie, Mark; Glasserman, Paul; Kou, S. G.
67
1999
Asymptotically optimal importance sampling and stratification for pricing path-dependent options. Zbl 0980.91034
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
59
1999
Importance sampling for portfolio credit risk. Zbl 1232.91621
Glasserman, Paul; Li, Jingyi
52
2005
A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing. Zbl 0888.90010
Acworth, Peter; Broadie, Mark; Glasserman, Paul
48
1997
Multilevel splitting for estimating rare event probabilities. Zbl 0985.65006
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
46
1999
Robust risk measurement and model risk. Zbl 1294.91076
Glasserman, Paul; Xu, Xingbo
45
2014
Counterexamples in importance sampling for large deviations probabilities. Zbl 0892.60043
Glasserman, Paul; Wang, Yashan
45
1997
Portfolio value-at-risk with heavy-tailed risk factors. Zbl 1147.91325
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
44
2002
Sensitivity analysis for base-stock levels in multiechelon production- inventory systems. Zbl 0832.90051
Glasserman, Paul; Tayur, Sridhar
39
1995
Number of paths versus number of basis functions in American option pricing. Zbl 1062.60041
Glasserman, Paul; Yu, Bin
37
2004
Variance reduction techniques for estimating value-at-risk. Zbl 1232.91348
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
32
2000
Analysis of an importance sampling estimator for tandem queues. Zbl 0841.62083
Glasserman, Paul; Kou, Shing-Gang
32
1995
The term structure of simple forward rates with jump risk. Zbl 1087.91024
Glasserman, Paul; Kou, S. G.
27
2003
Some guildelines and guarantees for common random numbers. Zbl 0758.65091
Glasserman, Paul; Yao, David D.
24
1992
Large deviations in multifactor portfolio credit risk. Zbl 1186.91227
Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez
22
2007
Malliavin Greeks without Malliavin calculus. Zbl 1133.60030
Chen, Nan; Glasserman, Paul
21
2007
Gamma expansion of the Heston stochastic volatility model. Zbl 1302.60100
Glasserman, Paul; Kim, Kyoung-Kuk
20
2011
The stability of a capacitated, multi-echelon production-inventory system under a base-stock policy. Zbl 0815.90080
Glasserman, Paul; Tayur, Sridhar
19
1994
Simulation for American options: regression now or regression later? Zbl 1062.91033
Glasserman, Paul; Yu, Bin
19
2004
Smoothed perturbation analysis for a class of discrete-event systems. Zbl 0721.93051
Glasserman, Paul; Gong, Wei-Bo
18
1990
Additive and multiplicative duals for American option pricing. Zbl 1146.91022
Chen, Nan; Glasserman, Paul
18
2007
Sensitivity estimates from characteristic functions. Zbl 1226.62016
Glasserman, Paul; Liu, Zongjian
18
2010
Monotone structure in discrete-event systems. Zbl 0920.93003
Glasserman, Paul; Yao, David D.
18
1994
Structural conditions for perturbation analysis derivative estimation: Finite-time performance indices. Zbl 0743.60086
Glasserman, Paul
17
1991
Bounds and asymptotics for planning critical safety stocks. Zbl 0890.90078
Glasserman, Paul
17
1997
Arbitrage-free discretization of lognormal forward Libor and swap rate models. Zbl 0947.60050
Glasserman, Paul; Zhao, Xiaoliang
16
2000
Robust portfolio control with stochastic factor dynamics. Zbl 1291.91192
Glasserman, Paul; Xu, Xingbo
15
2013
Moment explosions and stationary distributions in affine diffusion models. Zbl 1182.91215
Glasserman, Paul; Kim, Kyoung-Kuk
15
2010
Conditioning on one-step survival for barrier option simulations. Zbl 1163.91398
Glasserman, Paul; Staum, Jeremy
15
2001
Convergence of a discretization scheme for jump-diffusion processes with state-dependent intensities. Zbl 1043.60052
Glasserman, Paul; Merener, Nicolas
14
2004
Monotone optimal control of permutable GSMPs. Zbl 0801.60077
Glasserman, Paul; Yao, David D.
13
1994
Leadtime-inventory trade-offs in assemble-to-order systems. Zbl 0987.90004
Glasserman, Paul; Wang, Yashan
13
1998
Fast simulation of multifactor portfolio credit risk. Zbl 1167.91369
Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez
12
2008
Limits of first passage times to rare sets in regenerative processes. Zbl 0830.60021
Glasserman, Paul; Kou, Shing-Gang
12
1995
Saddlepoint approximations for affine jump-diffusion models. Zbl 1170.91480
Glasserman, Paul; Kim, Kyoung-Kuk
11
2009
Fast pricing of basket default swaps. Zbl 1167.91364
Chen, Zhiyong; Glasserman, Paul
11
2008
Numerical solution of jump-diffusion LIBOR market models. Zbl 1035.60047
Glasserman, Paul; Merener, Nicolas
11
2003
Monotonicity in generalized semi-Markov processes. Zbl 0753.60082
Glasserman, Paul; Yao, David D.
10
1992
A large deviations perspective on the efficiency of multilevel splitting. Zbl 0957.68005
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
10
1998
Structured buffer-allocation problems. Zbl 0847.90066
Glasserman, Paul; Yao, David D.
9
1996
A simple approximation for a multistage capacitated production-inventory system. Zbl 0870.90064
Glasserman, Paul; Tayur, Sridhar
9
1996
Hidden illiquidity with multiple central counterparties. Zbl 1378.91120
Glasserman, Paul; Moallemi, Ciamac C.; Yuan, Kai
9
2016
Large sample properties of weighted Monte Carlo estimators. Zbl 1165.65303
Glasserman, Paul; Yu, Bin
8
2005
Stochastic vector difference equations with stationary coefficients. Zbl 0839.60060
Glasserman, Paul; Yao, David D.
8
1995
Allocating production capacity among multiple products. Zbl 0879.90106
Glasserman, Paul
8
1996
Bounding wrong-way risk in CVA calculation. Zbl 1403.91362
Glasserman, Paul; Yang, Linan
7
2018
Strongly consistent steady-state derivative estimates. Zbl 1134.93416
Glasserman, Paul; Hu, Jian-Qiang; Strickland, Stephen G.
7
1991
Infinitesimal perturbation analysis of birth and death process. Zbl 0638.60090
Glasserman, Paul
7
1988
The limiting value of derivative estimators based on perturbation analysis. Zbl 0744.60102
Glasserman, Paul
7
1990
Algebraic structure of some stochastic discrete event systems, with applications. Zbl 0738.93068
Glasserman, Paul; Yao, David D.
7
1991
Uniformly efficient importance sampling for the tail distribution of sums of random variables. Zbl 1162.65308
Glasserman, Paul; Juneja, Sandeep
7
2008
Derivative estimates from simulation of continuous-time Markov chains. Zbl 0748.60060
Glasserman, Paul
6
1992
Generalized semi-Markov processes: Antimatroid structure and second-order properties. Zbl 0753.60086
Glasserman, Paul; Yao, David D.
6
1992
Forward and future implied volatility. Zbl 1231.91434
Glasserman, Paul; Wu, Qi
5
2011
Pricing American options by simulation using a stochastic mesh with optimized weights. Zbl 1013.91054
Broadie, Mark; Glasserman, Paul; Ha, Zachary
5
2000
Market-triggered changes in capital structure: equilibrium price dynamics. Zbl 1420.91498
Glasserman, Paul; Nouri, Behzad
4
2016
OR forum: Design of risk weights. Zbl 1342.91039
Glasserman, Paul; Kang, Wanmo
4
2014
Processes with associated increments. Zbl 0757.60068
Glasserman, Paul
4
1992
Regenerative derivatives of regenerative sequences. Zbl 0767.60093
Glasserman, Paul
4
1993
Time-changing and truncating \(K\)-capacity queues from one \(K\) to another. Zbl 0748.60095
Glasserman, Paul; Gong, Wei-Bo
4
1991
Resource allocation among simulation time steps. Zbl 1165.62348
Glasserman, Paul; Staum, Jeremy
4
2003
Sensitivity estimates for portfolio credit derivatives using Monte Carlo. Zbl 1199.91203
Chen, Zhiyong; Glasserman, Paul
4
2008
Corrected diffusion approximations for a multistage production-inventory system. Zbl 0871.90037
Glasserman, Paul; Liu, Tai-Wen
4
1997
Rare-event simulation for multistage production-inventory systems. Zbl 0880.90032
Glasserman, Paul; Liu, Tai-Wen
4
1996
Risk horizon and rebalancing horizon in portfolio risk measurement. Zbl 1278.91138
Glasserman, Paul
4
2012
Stress scenario selection by empirical likelihood. Zbl 1398.62297
Glasserman, Paul; Kang, Chulmin; Kang, Wanmo
3
2015
Estimating derivatives via Poisson’s equation. Zbl 1134.62356
Fox, Bennett L.; Glasserman, Paul
3
1991
A look at multilevel splitting. Zbl 0888.65147
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
3
1997
Stationary waiting time derivatives. Zbl 0760.60083
Glasserman, Paul
3
1992
Smoothing complements and randomized score functions. Zbl 0771.62024
Glasserman, Paul
3
1992
Filtered Monte Carlo. Zbl 0780.65084
Glasserman, Paul
3
1993
Structural conditions for perturbation analysis of queueing systems. Zbl 0799.68039
Glasserman, Paul
3
1991
Monte Carlo methods for security pricing. Zbl 0991.91026
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
3
2001
Discrete-time “inversion” and derivative estimation for Markov chains. Zbl 0711.60073
Glasserman, Paul
2
1990
Quadratic transform approximation for CDO pricing in multifactor models. Zbl 1255.91398
Glasserman, Paul; Suchintabandid, Sira
2
2012
Shortfall risk in long-term hedging with short-term futures contracts. Zbl 0995.91030
Glasserman, Paul
2
2001
Buy rough, sell smooth. Zbl 1466.91336
Glasserman, Paul; He, Pu
2
2020
A conversation with Chris Heyde. Zbl 1333.01042
Glasserman, Paul; Kou, Steven
1
2006
Stochastic monotonicity and conditional Monte Carlo for likelihood ratios. Zbl 0774.65101
Glasserman, Paul
1
1993
Subadditivity and stability of a class of discrete-event systems. Zbl 0839.93076
Glasserman, Paul; Yao, David D.
1
1995
Stochastic networks: stability and rare events. Proceedings of the workshop, New York, NY, USA, November 3-4, 1995. Zbl 0846.00029
1
1996
Buy rough, sell smooth. Zbl 1466.91336
Glasserman, Paul; He, Pu
2
2020
Bounding wrong-way risk in CVA calculation. Zbl 1403.91362
Glasserman, Paul; Yang, Linan
7
2018
Hidden illiquidity with multiple central counterparties. Zbl 1378.91120
Glasserman, Paul; Moallemi, Ciamac C.; Yuan, Kai
9
2016
Market-triggered changes in capital structure: equilibrium price dynamics. Zbl 1420.91498
Glasserman, Paul; Nouri, Behzad
4
2016
Stress scenario selection by empirical likelihood. Zbl 1398.62297
Glasserman, Paul; Kang, Chulmin; Kang, Wanmo
3
2015
Robust risk measurement and model risk. Zbl 1294.91076
Glasserman, Paul; Xu, Xingbo
45
2014
OR forum: Design of risk weights. Zbl 1342.91039
Glasserman, Paul; Kang, Wanmo
4
2014
Robust portfolio control with stochastic factor dynamics. Zbl 1291.91192
Glasserman, Paul; Xu, Xingbo
15
2013
Risk horizon and rebalancing horizon in portfolio risk measurement. Zbl 1278.91138
Glasserman, Paul
4
2012
Quadratic transform approximation for CDO pricing in multifactor models. Zbl 1255.91398
Glasserman, Paul; Suchintabandid, Sira
2
2012
Gamma expansion of the Heston stochastic volatility model. Zbl 1302.60100
Glasserman, Paul; Kim, Kyoung-Kuk
20
2011
Forward and future implied volatility. Zbl 1231.91434
Glasserman, Paul; Wu, Qi
5
2011
Sensitivity estimates from characteristic functions. Zbl 1226.62016
Glasserman, Paul; Liu, Zongjian
18
2010
Moment explosions and stationary distributions in affine diffusion models. Zbl 1182.91215
Glasserman, Paul; Kim, Kyoung-Kuk
15
2010
Saddlepoint approximations for affine jump-diffusion models. Zbl 1170.91480
Glasserman, Paul; Kim, Kyoung-Kuk
11
2009
Fast simulation of multifactor portfolio credit risk. Zbl 1167.91369
Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez
12
2008
Fast pricing of basket default swaps. Zbl 1167.91364
Chen, Zhiyong; Glasserman, Paul
11
2008
Uniformly efficient importance sampling for the tail distribution of sums of random variables. Zbl 1162.65308
Glasserman, Paul; Juneja, Sandeep
7
2008
Sensitivity estimates for portfolio credit derivatives using Monte Carlo. Zbl 1199.91203
Chen, Zhiyong; Glasserman, Paul
4
2008
Large deviations in multifactor portfolio credit risk. Zbl 1186.91227
Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez
22
2007
Malliavin Greeks without Malliavin calculus. Zbl 1133.60030
Chen, Nan; Glasserman, Paul
21
2007
Additive and multiplicative duals for American option pricing. Zbl 1146.91022
Chen, Nan; Glasserman, Paul
18
2007
A conversation with Chris Heyde. Zbl 1333.01042
Glasserman, Paul; Kou, Steven
1
2006
Importance sampling for portfolio credit risk. Zbl 1232.91621
Glasserman, Paul; Li, Jingyi
52
2005
Large sample properties of weighted Monte Carlo estimators. Zbl 1165.65303
Glasserman, Paul; Yu, Bin
8
2005
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
556
2004
Number of paths versus number of basis functions in American option pricing. Zbl 1062.60041
Glasserman, Paul; Yu, Bin
37
2004
Simulation for American options: regression now or regression later? Zbl 1062.91033
Glasserman, Paul; Yu, Bin
19
2004
Convergence of a discretization scheme for jump-diffusion processes with state-dependent intensities. Zbl 1043.60052
Glasserman, Paul; Merener, Nicolas
14
2004
The term structure of simple forward rates with jump risk. Zbl 1087.91024
Glasserman, Paul; Kou, S. G.
27
2003
Numerical solution of jump-diffusion LIBOR market models. Zbl 1035.60047
Glasserman, Paul; Merener, Nicolas
11
2003
Resource allocation among simulation time steps. Zbl 1165.62348
Glasserman, Paul; Staum, Jeremy
4
2003
Portfolio value-at-risk with heavy-tailed risk factors. Zbl 1147.91325
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
44
2002
Conditioning on one-step survival for barrier option simulations. Zbl 1163.91398
Glasserman, Paul; Staum, Jeremy
15
2001
Monte Carlo methods for security pricing. Zbl 0991.91026
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
3
2001
Shortfall risk in long-term hedging with short-term futures contracts. Zbl 0995.91030
Glasserman, Paul
2
2001
Variance reduction techniques for estimating value-at-risk. Zbl 1232.91348
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
32
2000
Arbitrage-free discretization of lognormal forward Libor and swap rate models. Zbl 0947.60050
Glasserman, Paul; Zhao, Xiaoliang
16
2000
Pricing American options by simulation using a stochastic mesh with optimized weights. Zbl 1013.91054
Broadie, Mark; Glasserman, Paul; Ha, Zachary
5
2000
Connecting discrete and continuous path-dependent options. Zbl 0924.90007
Broadie, Mark; Glasserman, Paul; Kou, S. G.
67
1999
Asymptotically optimal importance sampling and stratification for pricing path-dependent options. Zbl 0980.91034
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
59
1999
Multilevel splitting for estimating rare event probabilities. Zbl 0985.65006
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
46
1999
Leadtime-inventory trade-offs in assemble-to-order systems. Zbl 0987.90004
Glasserman, Paul; Wang, Yashan
13
1998
A large deviations perspective on the efficiency of multilevel splitting. Zbl 0957.68005
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
10
1998
Monte Carlo methods for security pricing. Zbl 0901.90007
Boyle, Phelim; Broadie, Mark; Glasserman, Paul
134
1997
Pricing American-style securities using simulation. Zbl 0901.90009
Broadie, Mark; Glasserman, Paul
105
1997
A continuity correction for discrete barrier options. Zbl 1020.91020
Broadie, Mark; Glasserman, Paul; Kou, Steven
88
1997
A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing. Zbl 0888.90010
Acworth, Peter; Broadie, Mark; Glasserman, Paul
48
1997
Counterexamples in importance sampling for large deviations probabilities. Zbl 0892.60043
Glasserman, Paul; Wang, Yashan
45
1997
Bounds and asymptotics for planning critical safety stocks. Zbl 0890.90078
Glasserman, Paul
17
1997
Corrected diffusion approximations for a multistage production-inventory system. Zbl 0871.90037
Glasserman, Paul; Liu, Tai-Wen
4
1997
A look at multilevel splitting. Zbl 0888.65147
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez; Zajic, Tim
3
1997
Estimating security price derivatives using simulation. Zbl 0881.90018
Broadie, Mark; Glasserman, Paul
81
1996
Structured buffer-allocation problems. Zbl 0847.90066
Glasserman, Paul; Yao, David D.
9
1996
A simple approximation for a multistage capacitated production-inventory system. Zbl 0870.90064
Glasserman, Paul; Tayur, Sridhar
9
1996
Allocating production capacity among multiple products. Zbl 0879.90106
Glasserman, Paul
8
1996
Rare-event simulation for multistage production-inventory systems. Zbl 0880.90032
Glasserman, Paul; Liu, Tai-Wen
4
1996
Stochastic networks: stability and rare events. Proceedings of the workshop, New York, NY, USA, November 3-4, 1995. Zbl 0846.00029
1
1996
Sensitivity analysis for base-stock levels in multiechelon production- inventory systems. Zbl 0832.90051
Glasserman, Paul; Tayur, Sridhar
39
1995
Analysis of an importance sampling estimator for tandem queues. Zbl 0841.62083
Glasserman, Paul; Kou, Shing-Gang
32
1995
Limits of first passage times to rare sets in regenerative processes. Zbl 0830.60021
Glasserman, Paul; Kou, Shing-Gang
12
1995
Stochastic vector difference equations with stationary coefficients. Zbl 0839.60060
Glasserman, Paul; Yao, David D.
8
1995
Subadditivity and stability of a class of discrete-event systems. Zbl 0839.93076
Glasserman, Paul; Yao, David D.
1
1995
The stability of a capacitated, multi-echelon production-inventory system under a base-stock policy. Zbl 0815.90080
Glasserman, Paul; Tayur, Sridhar
19
1994
Monotone structure in discrete-event systems. Zbl 0920.93003
Glasserman, Paul; Yao, David D.
18
1994
Monotone optimal control of permutable GSMPs. Zbl 0801.60077
Glasserman, Paul; Yao, David D.
13
1994
Regenerative derivatives of regenerative sequences. Zbl 0767.60093
Glasserman, Paul
4
1993
Filtered Monte Carlo. Zbl 0780.65084
Glasserman, Paul
3
1993
Stochastic monotonicity and conditional Monte Carlo for likelihood ratios. Zbl 0774.65101
Glasserman, Paul
1
1993
Some guildelines and guarantees for common random numbers. Zbl 0758.65091
Glasserman, Paul; Yao, David D.
24
1992
Monotonicity in generalized semi-Markov processes. Zbl 0753.60082
Glasserman, Paul; Yao, David D.
10
1992
Derivative estimates from simulation of continuous-time Markov chains. Zbl 0748.60060
Glasserman, Paul
6
1992
Generalized semi-Markov processes: Antimatroid structure and second-order properties. Zbl 0753.60086
Glasserman, Paul; Yao, David D.
6
1992
Processes with associated increments. Zbl 0757.60068
Glasserman, Paul
4
1992
Stationary waiting time derivatives. Zbl 0760.60083
Glasserman, Paul
3
1992
Smoothing complements and randomized score functions. Zbl 0771.62024
Glasserman, Paul
3
1992
Gradient estimation via perturbation analysis. Foreword by Yu-Chi Ho. Zbl 0746.90024
Glasserman, Paul
98
1991
Structural conditions for perturbation analysis derivative estimation: Finite-time performance indices. Zbl 0743.60086
Glasserman, Paul
17
1991
Strongly consistent steady-state derivative estimates. Zbl 1134.93416
Glasserman, Paul; Hu, Jian-Qiang; Strickland, Stephen G.
7
1991
Algebraic structure of some stochastic discrete event systems, with applications. Zbl 0738.93068
Glasserman, Paul; Yao, David D.
7
1991
Time-changing and truncating \(K\)-capacity queues from one \(K\) to another. Zbl 0748.60095
Glasserman, Paul; Gong, Wei-Bo
4
1991
Estimating derivatives via Poisson’s equation. Zbl 1134.62356
Fox, Bennett L.; Glasserman, Paul
3
1991
Structural conditions for perturbation analysis of queueing systems. Zbl 0799.68039
Glasserman, Paul
3
1991
Smoothed perturbation analysis for a class of discrete-event systems. Zbl 0721.93051
Glasserman, Paul; Gong, Wei-Bo
18
1990
The limiting value of derivative estimators based on perturbation analysis. Zbl 0744.60102
Glasserman, Paul
7
1990
Discrete-time “inversion” and derivative estimation for Markov chains. Zbl 0711.60073
Glasserman, Paul
2
1990
Infinitesimal perturbation analysis of birth and death process. Zbl 0638.60090
Glasserman, Paul
7
1988
all top 5

Cited by 2,394 Authors

20 Oosterlee, Cornelis Willebrordus
19 Joshi, Mark S.
18 Belomestny, Denis
18 Glasserman, Paul
17 Fu, Michael C.
15 Wang, Xiaoqun
12 Dupuis, Paul G.
12 Heidergott, Bernd F.
11 Blanchet, Jose H.
11 Cui, Zhenyu
11 Lyuu, Yuh-Dauh
11 Schoenmakers, John G. M.
10 Juneja, Sandeep
10 Tempone, Raúl F.
9 Boyle, Phelim P.
9 Cassandras, Christos G.
9 Fusai, Gianluca
9 Glynn, Peter W.
9 Gobet, Emmanuel
9 Hong, Liu Jeff
9 Tan, Ken Seng
8 Cao, Xi-Ren
8 Giles, Michael B.
8 He, Zhijian
8 Hörmann, Wolfgang
8 L’Ecuyer, Pierre
8 Levendorskiĭ, Sergeĭ Zakharovich
8 Ökten, Giray
8 Rubinstein, Reuven Y.
8 Spiliopoulos, Konstantinos V.
7 Bayer, Christian
7 Broadie, Mark N.
7 Guyader, Arnaud
7 Jourdain, Benjamin
7 Kuo, Frances Y.
7 Lam, Henry
7 Leovey, Hernan
7 Liu, Jingchen
7 Mandjes, Michel Robertus Hendrikus
7 Mehrdoust, Farshid
7 Ortiz-Gracia, Luis
7 Peng, Yijie
7 Platen, Eckhard
7 Sak, Halis
7 Schweizer, Nikolaus
7 Sezer, Ali Devin
7 Sowers, Richard B.
7 Wong, Hoi Ying
7 Yao, David D. W.
7 Zhu, Lingjiong
6 Bender, Christian
6 Ho, Yu-Chi
6 Jentzen, Arnulf
6 Katsoulakis, Markos A.
6 Kim, Junseok
6 Kolkiewicz, Adam W.
6 Li, Chenxu
6 Linetsky, Vadim
6 Liu, Guangwu
6 Marazzina, Daniele
6 Pirjol, Dan
6 Reisinger, Christoph
6 Scheinhardt, Werner R. W.
6 Sloan, Ian Hugh
6 Vázquez-Abad, Felisa J.
6 Wang, Hui
6 Xu, Chenglong
5 Bernard, Carole L.
5 Chen, Nan
5 de Boer, Pieter-Tjerk
5 Giesecke, Kay
5 Haugh, Martin B.
5 Hu, Jian-Qiang
5 Kim, Kyoung-Kuk
5 Kohatsu-Higa, Arturo
5 Kohler, Michael
5 Kroese, Dirk P.
5 Kuznetsov, N. Yu.
5 Kyriakou, Ioannis
5 Leobacher, Gunther
5 Mishura, Yuliya Stepanivna
5 Owen, Art B.
5 Pagès, Gilles
5 Papapantoleon, Antonis
5 Rey-Bellet, Luc
5 Ridder, Ad
5 Sabino, Piergiacomo
5 Vázquez Cendón, Carlos
5 Wang, Ruodu
5 Xu, Gongjun
5 Yamada, Toshihiro
4 Agarwal, Ankush
4 Alfonsi, Aurélien
4 Altman, Eitan
4 Asmussen, Søren
4 Benth, Fred Espen
4 Borgonovo, Emanuele
4 Bréhier, Charles-Edouard
4 Cai, Ning
4 Cérou, Frédéric
...and 2,294 more Authors
all top 5

Cited in 251 Serials

107 European Journal of Operational Research
100 Quantitative Finance
64 International Journal of Theoretical and Applied Finance
44 The Annals of Applied Probability
40 Journal of Computational and Applied Mathematics
38 Annals of Operations Research
37 Discrete Event Dynamic Systems
36 Applied Mathematical Finance
36 Mathematical Finance
34 Stochastic Processes and their Applications
32 Queueing Systems
30 Insurance Mathematics & Economics
29 Applied Mathematics and Computation
29 Journal of Economic Dynamics & Control
27 Advances in Applied Probability
27 Operations Research
27 SIAM Journal on Financial Mathematics
26 Operations Research Letters
23 Finance and Stochastics
22 Methodology and Computing in Applied Probability
21 Journal of Applied Probability
21 International Journal of Computer Mathematics
21 Monte Carlo Methods and Applications
17 Mathematics of Operations Research
17 Journal of Complexity
17 SIAM/ASA Journal on Uncertainty Quantification
15 Mathematics and Computers in Simulation
15 North American Actuarial Journal
14 Stochastic Analysis and Applications
14 Statistics and Computing
12 Naval Research Logistics
12 SIAM Journal on Scientific Computing
12 INFORMS Journal on Computing
11 Journal of Optimization Theory and Applications
11 SIAM Journal on Numerical Analysis
11 Asia-Pacific Financial Markets
10 Computers & Operations Research
10 Review of Derivatives Research
10 European Actuarial Journal
9 Automatica
9 Journal of Statistical Computation and Simulation
9 Mathematical Methods of Operations Research
8 Physica A
8 Journal of Econometrics
8 International Journal of Production Research
8 Communications in Statistics. Simulation and Computation
8 Computational Statistics and Data Analysis
8 ACM Transactions on Modeling and Computer Simulation
8 Computational Management Science
7 Computers & Mathematics with Applications
7 Mathematics of Computation
7 Mathematical and Computer Modelling
7 Cybernetics and Systems Analysis
7 Probability in the Engineering and Informational Sciences
7 Decisions in Economics and Finance
7 Stochastic Models
7 Stochastics
7 Annals of Finance
6 Journal of Scientific Computing
6 Communications in Statistics. Theory and Methods
6 Computational Economics
5 Journal of Computational Physics
5 Statistics & Probability Letters
5 Japan Journal of Industrial and Applied Mathematics
5 Computational Statistics
5 Mathematical Programming. Series A. Series B
5 Bernoulli
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Scandinavian Actuarial Journal
5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
5 Journal of the Korean Society for Industrial and Applied Mathematics
4 Journal of Mathematical Analysis and Applications
4 The Annals of Probability
4 The Annals of Statistics
4 BIT
4 SIAM Journal on Optimization
4 Chaos
4 Optimization and Engineering
4 The ANZIAM Journal
4 ASTIN Bulletin
4 Nonlinear Analysis. Hybrid Systems
4 Stochastic Systems
4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
3 Computer Methods in Applied Mechanics and Engineering
3 Lithuanian Mathematical Journal
3 Theoretical Computer Science
3 Journal of Applied Mathematics and Stochastic Analysis
3 European Journal of Applied Mathematics
3 Journal of Global Optimization
3 Linear Algebra and its Applications
3 SIAM Review
3 Discrete Dynamics in Nature and Society
3 Extremes
3 Discrete and Continuous Dynamical Systems. Series B
3 Journal of Machine Learning Research (JMLR)
3 Stochastics and Dynamics
3 Mathematics and Financial Economics
3 AStA. Advances in Statistical Analysis
3 Electronic Journal of Statistics
2 Computer Physics Communications
...and 151 more Serials
all top 5

Cited in 41 Fields

911 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
698 Probability theory and stochastic processes (60-XX)
612 Numerical analysis (65-XX)
305 Statistics (62-XX)
305 Operations research, mathematical programming (90-XX)
99 Systems theory; control (93-XX)
60 Computer science (68-XX)
50 Partial differential equations (35-XX)
28 Ordinary differential equations (34-XX)
27 Calculus of variations and optimal control; optimization (49-XX)
23 Approximations and expansions (41-XX)
18 Biology and other natural sciences (92-XX)
16 Statistical mechanics, structure of matter (82-XX)
13 Number theory (11-XX)
11 Information and communication theory, circuits (94-XX)
10 Functional analysis (46-XX)
9 Integral transforms, operational calculus (44-XX)
8 Integral equations (45-XX)
7 Dynamical systems and ergodic theory (37-XX)
6 Measure and integration (28-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
6 Operator theory (47-XX)
6 Quantum theory (81-XX)
5 Fluid mechanics (76-XX)
4 Combinatorics (05-XX)
4 Functions of a complex variable (30-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Real functions (26-XX)
3 Difference and functional equations (39-XX)
3 Mechanics of deformable solids (74-XX)
2 Special functions (33-XX)
2 Optics, electromagnetic theory (78-XX)
1 General and overarching topics; collections (00-XX)
1 Mathematical logic and foundations (03-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Nonassociative rings and algebras (17-XX)
1 Abstract harmonic analysis (43-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Geophysics (86-XX)

Citations by Year

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