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Design of Financial CDO Squared Transactions Using Constraint Programming.
Pierre Flener
Justin Pearson
Luis G. Reyna
Olof Sivertsson
Published in:
Constraints An Int. J. (2007)
Keyphrases
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constraint programming
global constraints
constraint satisfaction
combinatorial problems
constraint satisfaction problems
integer programming
constraint propagation
column generation
search strategies
np hard problems
computational complexity
arc consistency
search heuristics
constraint solving