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Journal of Applied Mathematics and Decision Sciences
Volume 2009 (2009), Article ID 925169, 32 pages
Research Article

Optimal Bespoke CDO Design via NSGA-II

1Department of Statistical Sciences, University of Cape Town, Private Bag, Rhodes' Gift, Rondebosch 7701, Cape Town, South Africa
2Peregrine Quant, PO Box 44586, Claremont, Cape Town, 7735, South Africa

Received 28 November 2008; Accepted 9 January 2009

Academic Editor: Lean Yu

Copyright © 2009 Diresh Jewan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Diresh Jewan, Renkuan Guo, and Gareth Witten, “Optimal Bespoke CDO Design via NSGA-II,” Journal of Applied Mathematics and Decision Sciences, vol. 2009, Article ID 925169, 32 pages, 2009. doi:10.1155/2009/925169