Paul Glasserman

14.7k total citations · 2 hit papers
209 papers, 8.5k citations indexed

About

Paul Glasserman is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Paul Glasserman has authored 209 papers receiving a total of 8.5k indexed citations (citations by other indexed papers that have themselves been cited), including 130 papers in Finance, 74 papers in Management Science and Operations Research and 48 papers in Economics and Econometrics. Recurrent topics in Paul Glasserman's work include Stochastic processes and financial applications (67 papers), Credit Risk and Financial Regulations (51 papers) and Probability and Risk Models (42 papers). Paul Glasserman is often cited by papers focused on Stochastic processes and financial applications (67 papers), Credit Risk and Financial Regulations (51 papers) and Probability and Risk Models (42 papers). Paul Glasserman collaborates with scholars based in United States, South Korea and Hong Kong. Paul Glasserman's co-authors include Mark Broadie, Perwez Shahabuddin, Philip Heidelberger, Phelim Boyle, David D. Yao, Sridhar Tayur, Steven Kou, Jingyi Li, Wanmo Kang and Kyoung-Kuk Kim and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Technometrics.

In The Last Decade

Paul Glasserman

198 papers receiving 7.7k citations

Hit Papers

Monte Carlo Methods in Financial Engineering 1997 2026 2006 2016 2003 1997 500 1000 1.5k 2.0k

Peers

Paul Glasserman
Comparison fields: 5 of 138
  • Finance 5.2k
  • Management Science and Operations Research 2.4k
  • Economics and Econometrics 1.5k
  • Management Information Systems 1.1k
  • Demography 1.1k
Replace Albert N. Shiryaev with:
Albert N. Shiryaev Russia
Sidney I. Resnick United States
Duan Li Hong Kong
Harold J. Kushner United States
Steven E. Shreve United States
Ioannis Karatzas United States
Philip Protter United States
Andrzej Ruszczyński United States
Jean Jacod France
C. C. Heyde Australia
Albert N. Shiryaev Russia View profile →
Citations per field, relative to Paul Glasserman
Paul Glasserman · 1×
Citations per year, relative to Paul Glasserman
Paul Glasserman · 1×

Countries citing papers authored by Paul Glasserman

Since Specialization
Citations

This map shows the geographic impact of Paul Glasserman's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Paul Glasserman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paul Glasserman more than expected).

Fields of papers citing papers by Paul Glasserman

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Paul Glasserman. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Paul Glasserman. The network helps show where Paul Glasserman may publish in the future.

Co-authorship network of co-authors of Paul Glasserman

This figure shows the co-authorship network connecting the top 25 collaborators of Paul Glasserman. A scholar is included among the top collaborators of Paul Glasserman based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Paul Glasserman. Paul Glasserman is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 2
2 3
3 4
4 1
5 3
6 0
7
The Effect of "Regular and Predictable" Issuance on Treasury Bill Financing
1
8
The Correlation Structure of Credit Default Swaps
1
9
A Comparison of U.S. and International Global Systemically Important Banks
7
10
Systemic Importance Indicators for 33 U.S. Bank Holding Companies: An Overview of Recent Data
2
11 1
12
Saddlepoint Approximations for Affine Jump-Diffusion Models
1
13 9
14 1
15 3
16
Equilibrium Positive Interest Rates: A Unified View
2
17 6
18 5
19
Hedging with trees : advances in pricing and risk managing derivatives
4
20 6

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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2026