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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
Moment problems via semidefinite programming : applications in probability and finance
Popescu, Ioana, (2000)
Mathematics, with applications in management and economics
Bowen, Earl K., (1987)
Monotonicities in a Markov chain model for valuing corporate bonds subject to credit risk
Kijima, Masaaki, (1998)
Valuation of a credit swap of the basket type
Kijima, Masaaki, (2000)
The generalized harmonic mean and a portfolio problem with dependent assets
Kijima, Masaaki, (1997)