Concepedia

Paul Glasserman

PG

Statistics

Publications

134

Citations

10K

H-Index

52

Active since

1988

Affiliations

Columbia University(Current)

Korea Advanced Institute of Science and Technology

Paul Glasserman is an author at Columbia University specializing in financial economics, finance, and business.

ORCID

Publications per year

1988–2023

134

Publications

134

Monte Carlo methods for security pricing

Phelim Boyle, Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 875 citations

, , +14

Pricing American-style securities using simulation

Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 637 citations · Full text

, , +17

Estimating Security Price Derivatives Using Simulation

Mark Broadie, Paul Glasserman · Management Science · 1996 · 473 citations

, , +16

A stochastic mesh method for pricing high-dimensional American options

Mark Broadie, Paul Glasserman · The Journal of Computational Finance · 2004 · 378 citations

, , +14

A Continuity Correction for Discrete Barrier Options

Mark Broadie, Paul Glasserman, Steven Kou · Mathematical Finance · 1997 · 354 citations · Full text

, , +14

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