Optimal bespoke CDO design via NSGA-II.
Jewan, Diresh; Guo, Renkuan; Witten, Gareth
Journal of Applied Mathematics and Decision Sciences (2009)
- Volume: 2009, page Article ID 925169, 32 p.-Article ID 925169, 32 p.
- ISSN: 2090-3359
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topJewan, Diresh, Guo, Renkuan, and Witten, Gareth. "Optimal bespoke CDO design via NSGA-II.." Journal of Applied Mathematics and Decision Sciences 2009 (2009): Article ID 925169, 32 p.-Article ID 925169, 32 p.. <http://eudml.org/doc/226198>.
@article{Jewan2009,
author = {Jewan, Diresh, Guo, Renkuan, Witten, Gareth},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 925169, 32 p.-Article ID 925169, 32 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Optimal bespoke CDO design via NSGA-II.},
url = {http://eudml.org/doc/226198},
volume = {2009},
year = {2009},
}
TY - JOUR
AU - Jewan, Diresh
AU - Guo, Renkuan
AU - Witten, Gareth
TI - Optimal bespoke CDO design via NSGA-II.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 925169, 32 p.
EP - Article ID 925169, 32 p.
LA - eng
UR - http://eudml.org/doc/226198
ER -
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