TEAM, S. Options portfolio optimization of exotic options written on Mini S&P500 Index in an illiquid market with Conditional Value-at-Risk (CVaR): Benyanee Kosapong, Petarpa Boonserm, Udomsak Rakwongwan. Thai Journal of Mathematics, [S. l.], p. 169–183, 2022. Disponível em: https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/1298. Acesso em: 12 may. 2024.