Instruct: Given the title of a paper, retrieve paper titles that are cited by the given paper
Query: monte carlo methods for portfolio credit risk .
Credit risk modeling and valuation: an introduction
Markov Chain Monte Carlo Simulation Methods in Econometrics
Credit Risk Models II: Structural Models
The Intuition Behind Black-Litterman Model Portfolios
Portfolio choice and the Bayesian Kelly criterion
Quantitative Risk Management
Dynamic Asset Allocation with Event Risk
Multistage portfolio optimization with stocks and options
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
AN ANALYSIS FOR CREDIT RATING AND MOMENTUM STRATEGY
Simulation for the masses: Spreadsheet-based Monte Carlo simulation
THE BLACK-SCHOLES MODEL AND EXTENSIONS
A Novel Approach of Option Portfolio Construction Using the Kelly Criterion
Better than pre-commitment mean-variance portfolio allocation 1 strategies : a semi-self-financing
Loan portfolio optimization using Genetic Algorithm: A case of credit constraints
Credit risk models: An analysis of default correlation
Conditioning on one-step survival for barrier option simulations
Risk aware portfolio construction using deep deterministic policy gradients
The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
Optimizing the CVaR via Sampling
Affine processes and applications in finance
Improving Performances of MSER Features in Matching and Retrieval Tasks
ECG Monitoring over Bluetooth: Data Compression and Transmission
Deep convolutional neural network and 3D deformable approach for tissue segmentation in musculoskeletal magnetic resonance imaging
Horton tables: fast hash tables for in-memory data-intensive computing