| 2026 | AAAI | Do Large Language Models (LLMs) Understand Chronology? (Student Abstract). | Pattaraphon Kenny Wongchamcharoen, Paul Glasserman |
| 2025 | WSC | Importance Sampling for Latent Dirichlet Allocation. | Paul Glasserman, Ayeong Lee |
| 2018 | WSC | Simulation of bipartite or Directed graphs with prescribed degree sequences using Maximum Entropy Probabilities. | Paul Glasserman, Enrique Lelo de Larrea |
| 2010 | WSC | Contingent capital with discrete conversion from debt to equity. | Paul Glasserman, Behzad Nouri |
| 2010 | WSC | Importance sampling for tail risk in discretely rebalanced portfolios. | Paul Glasserman, Xingbo Xu |
| 2008 | WSC | Beta approximations for bridge sampling. | Paul Glasserman, Kyoung-Kuk Kim |
| 2007 | WSC | Recent advances in simulation for security pricing (1995). | Phelim Boyle, Mark Broadie, Paul Glasserman |
| 2007 | WSC | Approximations and control variates for pricing portfolio credit derivatives. | Zhiyong Chen, Paul Glasserman |
| 2007 | WSC | Sensitivity estimates from characteristic functions. | Paul Glasserman, Zongjian Liu |
| 2004 | WSC | Function-Approximation-Based Importance Sampling for Pricing American Options. | Nomesh Bolia, Sandeep Juneja, Paul Glasserman |
| 2003 | WSC | New simulation methodology for risk analysis: importance sampling for a mixed Poisson model of portfolio credit risk. | Paul Glasserman, Jingyi Li |
| 2001 | WSC | Simulation in financial engineering: stopping simulated paths early. | Paul Glasserman, Jeremy Staum |
| 2000 | WSC | Variance reduction techniques for value-at-risk with heavy-tailed risk factors. | Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin |
| 1999 | WSC | Stratification issues in estimating value-at-risk. | Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin |
| 1998 | WSC | Gaussian Importance Sampling and Stratification: Computational Issues. | Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin |
| 1996 | WSC | Splitting for Rare Event Simulation: Analysis of Simple Cases. | Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin, Tim Zajic |
| 1995 | WSC | Recent Advances in Simulation for Security Pricing. | Phelim Boyle, Mark Broadie, Paul Glasserman |
| 1995 | WSC | A Pruned and Bootstrapped American Option Simulator. | Mark Broadie, Paul Glasserman |
| 1992 | WSC | Gradient estimation for regenerative processes. | Paul Glasserman, Peter W. Glynn |
| 1992 | WSC | Correlation of Markov Chains Simulated in Parallel. | Paul Glasserman, Pirooz Vakili |
| 1989 | WSC | Derivative estimates from discontinuous realizations: smoothing techniques. | Paul Glasserman, Wei-Bo Gong |
| 1988 | WSC | Performance continuity and differentiability in Monte Carlo optimization. | Paul Glasserman |