2003
3.9k
cites
Faculty
Paul Glasserman is a Finance scholar at Columbia University. Research spans Credit Risk and Financial Regulations, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 294 works, 17k citations (h-index 55).
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Affiliation on publications · Columbia University
Phelim P. Boyle, Mark N. Broadie, Paul Glasserman
Journal of Economic Dynamics and ControlTop-listed
Paul Glasserman, Peyton Young
Journal of Banking & FinanceTop-listed