Design of Financial CDO Squared Transactions Using Constraint Programming

Author:

Flener Pierre,Pearson Justin,Reyna Luis G.,Sivertsson Olof

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Computational Theory and Mathematics,Discrete Mathematics and Combinatorics,Software

Reference17 articles.

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2. Beldiceanu N., Carlsson, M., & Rampon, J.-X. (November 2005). Global constraint catalog. Technical Report T2005-08, Swedish Institute of Computer Science.

3. Colbourn C. J., & Dinitz J. H., eds., (1996). The CRC Handbook of Combinatorial Designs. CRC, Boca Raton, FL .

4. Crawford J. M., Dalal M., & Walser J. P. (1998). Abstract local search. In Proceedings of the AIPS’98 Workshop on Planning as Combinatorial Search, Pittsburg, PA.

5. Crawford, J. M., Ginsberg, M., Luks, E., & Roy A. (1996). Symmetry-breaking predicates for search problems. In Aiello, L. C., Doyle, J. & Shapiro, S. C., eds., Proceedings of KR’96, pages 148–159. Morgan Kaufmann, San Mateo, CA.

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