Optimal bespoke CDO design via NSGA-II.
Jewan, Diresh ; Guo, Renkuan ; Witten, Gareth
Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/925169
EUDML-ID : urn:eudml:doc:226198 
@article{05637304,
     title = {Optimal bespoke CDO design via NSGA-II.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/925169},
     zbl = {1175.91158},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05637304}
}

Jewan, Diresh; Guo, Renkuan; Witten, Gareth. Optimal bespoke CDO design via NSGA-II.. Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009) . doi : 10.1155/2009/925169. http://gdmltest.u-ga.fr/item/05637304/