//-->
Portfolio optimization : theory and application
Palomar, Daniel P., (2025)
Stochastic Financial Models
Kennedy, Douglas, (2010)
Facelifting in utility maximization
Larsen, Kasper, (2014)
Calculating portfolio credit risk
Glasserman, Paul, (2008)
Tail approximations for portfolio credit risk
Glasserman, Paul, (2004)
Monte Carlo methods in financial engineering