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Paul Glasserman

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Stand Alone

Hedging with trees
Hedging with trees
Gradient estimation via perturbation analysis
Monte Carlo Methods in Financial Engineering
Stochastic Networks (Lecture Notes in Statistics)
Gradient estimation via perturbation analysis
Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)
Stochastic Networks
Stochastic Networks Stability and Rare Events
Monte Carlo Methods in Financial Engineering