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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in
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https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34e9e5b9e67a293dd2e8cb482a237070
