search query: @author Glasserman, P. / total: 9
references: 1-9 / 9
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1.
Equilibrium positive interest rates: a unified view
Review of Financial Studies
2001 : SPRING, VOL. 14:1, p. 187-214
 2001 Jin, Y.
Glasserman, P.
2.
Variance reduction techniques for estimating value-at-risk
Management Science
2000 : OCT, VOL. 46:10, p. 1349-1364
 2000 Glasserman, P.
Heidelberger, P.
Shahabuddin, P.
3.
Leadtime-inventory trade-offs in assemble-to-order systems
Operations Research
1998 : NOV-DEC, VOL. 46:6, p. 858-871
 1998 Glasserman, P.
Wang, Y.
4.
Bounds and asymptotics for planning critical safety stocks
Operations Research
1997 : MAR-APR, VOL. 45:2, p. 244-257
 1997 Glasserman, P.
5.
Allocation production capacity among multiple products
Operations Research
1996 : SEP-OCT, VOL. 44:5, p. 724-734
 1996 Glasserman, P.
6.
Sensitivity analysis for base-stock levels in multiechelon production-inventory systems
Management Science
1995 : FEB, VOL. 41:2, p. 263-281
 1995 Glasserman, P.
Tayur, S.
7.
Derivative estimates from simulation of continuous-time Markov chains
Operations Research
1992 : MAR-APR, VOL.40:2, p.292-308
 1992 Glasserman, P.
8.
Some guidelines and guarantees for common random numbers
Management Science
1992 : JUN, VOL. 38:6, p.884-908
 1992 Glasserman, P.
Yao, D.D.
9.
Structural conditions for perturbation analysis derivative estimation: finite-time performance indices.
Operations Research
1991 : SEP-OCT, VOL. 39:5, p. 724-738
 1991 Glasserman, P.
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