Paul Glasserman

190 papers and 7.1k indexed citations i.

About

Paul Glasserman has authored 190 papers that have received a total of 7.1k indexed citations. This includes 125 papers in Finance, 68 papers in Management Science and Operations Research and 47 papers in Economics and Econometrics. The topics of these papers are Stochastic processes and financial applications (64 papers), Credit Risk and Financial Regulations (48 papers) and Financial Risk and Volatility Modeling (38 papers). Paul Glasserman is often cited by papers focused on Stochastic processes and financial applications (64 papers), Credit Risk and Financial Regulations (48 papers) and Financial Risk and Volatility Modeling (38 papers) and collaborates with scholars based in United States, Hong Kong and South Korea. Paul Glasserman's co-authors include David D. Yao, Perwez Shahabuddin, Mark Broadie, Philip Heidelberger and Wanmo Kang and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Technometrics

In The Last Decade

Rankless by CCL
2025