Performance continuity and differentiability in Monte Carlo optimization. - Paul Glasserman (WSC, 1988)

Derivative estimates from discontinuous realizations: smoothing techniques. - Paul Glasserman; Wei-Bo Gong (WSC, 1989)

Aggregation Approximations for Sensitivity Analysis of Multi-Class Queueing Networks. - Paul Glasserman; Yu-Chi Ho (Perform. Evaluation, 1989)

Algebraic structure of some stochastic discrete event systems, with applications. - Paul Glasserman; David D. Yao (Discret. Event Dyn. Syst., 1991)

Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices. - Paul Glasserman (Oper. Res., 1991)

Structural Conditions for Perturbation Analysis of Queuing Systems. - Paul Glasserman (J. ACM, 1991)

Gradient estimation for regenerative processes. - Paul Glasserman; Peter W. Glynn (WSC, 1992)

Correlation of Markov Chains Simulated in Parallel. - Paul Glasserman; Pirooz Vakili (WSC, 1992)

Smoothing complements and randomized score functions. - Paul Glasserman (Ann. Oper. Res., 1992)

Derivative Estimates from Simulation of Continuous-Time Markov Chains. - Paul Glasserman (Oper. Res., 1992)

Monotonicity in Generalized Semi-Markov Processes. - Paul Glasserman; David D. Yao (Math. Oper. Res., 1992)

Generalized Semi-Markov Processes: Antimatroid Structure and Second-Order Properties. - Paul Glasserman; David D. Yao (Math. Oper. Res., 1992)

Stationary waiting time derivatives. - Paul Glasserman (Queueing Syst. Theory Appl., 1992)

Filtered Monte Carlo. - Paul Glasserman (Math. Oper. Res., 1993)

The Stability of a Capacitated, Multi-Echelon Production-Inventory System Under a Base-Stock Policy. - Paul Glasserman; Sridhar R. Tayur (Oper. Res., 1994)

Monotone Optimal Control of Permutable GSMPs. - Paul Glasserman; David D. Yao (Math. Oper. Res., 1994)

Recent Advances in Simulation for Security Pricing. - Phelim Boyle; Mark Broadie; Paul Glasserman (WSC, 1995)

A Pruned and Bootstrapped American Option Simulator. - Mark Broadie; Paul Glasserman (WSC, 1995)

Hedging-point production control with multiple failure modes. - Paul Glasserman (IEEE Trans. Autom. Control., 1995)

Subadditivity and stability of a class of discrete-event systems. - Paul Glasserman; David D. Yao (IEEE Trans. Autom. Control., 1995)

Analysis of an Importance Sampling Estimator for Tandem Queues. - Paul Glasserman; Shing-Gang Kou (ACM Trans. Model. Comput. Simul., 1995)

Splitting for Rare Event Simulation: Analysis of Simple Cases. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin; Tim Zajic (WSC, 1996)

Structured buffer-allocation problems. - Paul Glasserman; David D. Yao (Discret. Event Dyn. Syst., 1996)

Allocating Production Capacity Among Multiple Products. - Paul Glasserman (Oper. Res., 1996)

Bounds and Asymptotics for Planning Critical Safety Stocks. - Paul Glasserman (Oper. Res., 1997)

Corrected Diffusion Approximations for a Multistage Production-Inventory System. - Paul Glasserman; Tai-Wen Liu (Math. Oper. Res., 1997)

Gaussian Importance Sampling and Stratification: Computational Issues. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin (WSC, 1998)

Leadtime-Inventory Trade-Offs in Assemble-to-Order Systems. - Paul Glasserman; Yashan Wang (Oper. Res., 1998)

A large deviations perspective on the efficiency of multilevel splitting. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin; Tim Zajic (IEEE Trans. Autom. Control., 1998)

Stratification issues in estimating value-at-risk. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin (WSC, 1999)

Connecting discrete and continuous path-dependent options. - Mark Broadie; Paul Glasserman; Shing-Gang Kou (Finance Stochastics, 1999)

Multilevel Splitting for Estimating Rare Event Probabilities. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin; Tim Zajic (Oper. Res., 1999)

Fill-Rate Bottlenecks in Production-Inventory Networks. - Paul Glasserman; Yashan Wang (Manuf. Serv. Oper. Manag., 1999)

Value-at-risk with heavy-tailed risk factors. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin (CIFEr, 2000)

Variance reduction techniques for value-at-risk with heavy-tailed risk factors. - Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin (WSC, 2000)

Arbitrage-free discretization of lognormal forward Libor and swap rate models. - Paul Glasserman; Xiaoliang Zhao (Finance Stochastics, 2000)

Simulation in financial engineering: stopping simulated paths early. - Paul Glasserman; Jeremy Staum (WSC, 2001)

Conditioning on One-Step Survival for Barrier Option Simulations. - Paul Glasserman; Jeremy Staum (Oper. Res., 2001)

New simulation methodology for risk analysis: importance sampling for a mixed Poisson model of portfolio credit risk. - Paul Glasserman; Jingyi Li (WSC, 2003)

Numerical solution of jump-diffusion LIBOR market models. - Paul Glasserman; Nicolas Merener (Finance Stochastics, 2003)

Resource Allocation Among Simulation Time Steps. - Paul Glasserman; Jeremy Staum (Oper. Res., 2003)

Function-Approximation-Based Importance Sampling for Pricing American Options. - Nomesh Bolia; Sandeep Juneja 001; Paul Glasserman (WSC, 2004)

Large Sample Properties of Weighted Monte Carlo Estimators. - Paul Glasserman; Bin Yu (Oper. Res., 2005)

Importance Sampling for Portfolio Credit Risk. - Paul Glasserman; Jingyi Li (Manag. Sci., 2005)

Recent advances in simulation for security pricing (1995). - Phelim Boyle; Mark Broadie; Paul Glasserman (WSC, 2007)

Approximations and control variates for pricing portfolio credit derivatives. - Zhiyong Chen; Paul Glasserman (WSC, 2007)

Additive and multiplicative duals for American option pricing. - Nan Chen; Paul Glasserman (Finance Stochastics, 2007)

Perwez Shahabuddin, 1962-2005: A professional appreciation. - Sigrún Andradóttir; Paul Glasserman; Peter W. Glynn; Philip Heidelberger; Sandeep Juneja 001 (ACM Trans. Model. Comput. Simul., 2007)

Beta approximations for bridge sampling. - Paul Glasserman; Kyoung-Kuk Kim (WSC, 2008)

Sensitivity estimates for portfolio credit derivatives using Monte Carlo. - Zhiyong Chen; Paul Glasserman (Finance Stochastics, 2008)

Fast Pricing of Basket Default Swaps. - Zhiyong Chen; Paul Glasserman (Oper. Res., 2008)

Fast Simulation of Multifactor Portfolio Credit Risk. - Paul Glasserman; Wanmo Kang; Perwez Shahabuddin (Oper. Res., 2008)

Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables. - Paul Glasserman; Sandeep Juneja 001 (Math. Oper. Res., 2008)

Contingent capital with discrete conversion from debt to equity. - Paul Glasserman; Behzad Nouri (WSC, 2010)

Importance sampling for tail risk in discretely rebalanced portfolios. - Paul Glasserman; Xingbo Xu (WSC, 2010)

Sensitivity Estimates from Characteristic Functions. - Paul Glasserman; Zongjian Liu (Oper. Res., 2010)

Gamma expansion of the Heston stochastic volatility model. - Paul Glasserman; Kyoung-Kuk Kim (Finance Stochastics, 2011)

Valuing the Treasury's Capital Assistance Program. - Paul Glasserman; Zhenyu Wang (Manag. Sci., 2011)

Contingent Capital with a Capital-Ratio Trigger. - Paul Glasserman; Behzad Nouri (Manag. Sci., 2012)

Quadratic Transform Approximation for CDO Pricing in Multifactor Models. - Paul Glasserman; Sira Suchintabandid (SIAM J. Financial Math., 2012)

Robust Portfolio Control with Stochastic Factor Dynamics. - Paul Glasserman; Xingbo Xu (Oper. Res., 2013)

OR Forum - Design of Risk Weights. - Paul Glasserman; Wanmo Kang (Oper. Res., 2014)

Preface to the Special Issue on Systemic Risk: Models and Mechanisms. - Rama Cont; Darrell Duffie; Paul Glasserman; Chris Rogers; Fernando Vega-Redondo (Oper. Res., 2016)

Hidden Illiquidity with Multiple Central Counterparties. - Paul Glasserman; Ciamac C. Moallemi; Kai Yuan (Oper. Res., 2016)

Simulation of bipartite or Directed graphs with prescribed degree sequences using Maximum Entropy Probabilities. - Paul Glasserman; Enrique Lelo de Larrea (WSC, 2018)

Persistence and Procyclicality in Margin Requirements. - Paul Glasserman; Qi Wu 009 (Manag. Sci., 2018)

Submodular Risk Allocation. - Samim Ghamami; Paul Glasserman (Manag. Sci., 2019)

Choosing news topics to explain stock market returns. - Paul Glasserman; Kriste Krstovski; Paul Laliberte; Harry Mamaysky (ICAIF, 2020)

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. - Agostino Capponi; Paul Glasserman; Marko H. Weber (Manag. Sci., 2020)

Should Bank Stress Tests Be Fair? - Paul Glasserman; Mike Li (CoRR, 2022)

Collateralized Networks. - Samim Ghamami; Paul Glasserman; H. Peyton Young (Manag. Sci., 2022)

Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis. - Paul Glasserman; Caden Lin (CoRR, 2023)

Maximum Entropy Distributions with Applications to Graph Simulation. - Paul Glasserman; Enrique Lelo de Larrea (Oper. Res., 2023)

Linear Classifiers Under Infinite Imbalance. - Paul Glasserman; Mike Li (Oper. Res., 2025)

Stress Testing Spillover Risk in Mutual Funds. - Agostino Capponi; Paul Glasserman; Marko H. Weber (Manag. Sci., 2025)

Does Overnight News Explain Overnight Returns? - Paul Glasserman; Kriste Krstovski; Paul Laliberte; Harry Mamaysky (CoRR, 2025)