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An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve.

Dashan HuangYoshitaka KaiFrank J. FabozziMasao Fukushima
Published in: Eur. J. Oper. Res. (2007)
Keyphrases
  • optimal design
  • water supply
  • neural network
  • dynamic environments
  • dynamic behavior
  • constraint handling
  • information systems
  • training examples
  • structural information
  • real estate