Paul Glasserman
Identifiers
- Open LibraryOL6280521A
Top Subjects
- Queuing theory (1)
- Discrete-time systems (1)
- Perturbation (Mathematics) (1)
- System analysis (1)
- Monotonic functions (1)
- Discrete-timesystems (1)
- Hedging (Finance) (1)
Books by Paul Glasserman
Total count: 7
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Equivalence methods in the perturbation analysis of queueing networks1988-01-01
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Gradient estimation via perturbation analysisKluwer Academic1991-01-01
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Monotone structure in discrete-event systemsWiley1994-01-01
Hedging with treesadvances in pricing and risk managing derivativesRisk1998-01-01
Monte Carlo Methods in Financial EngineeringSpringer2010-11-19-
Stochastic NetworksSpringer2011-09-30
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Stochastic NetworksSpringer London, Limited2012-01-01