Counter-cyclical margins for option portfolios (Q6106639): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2022.104572 / rank | |||
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| Property / OpenAlex ID: W4309942227 / rank | |||
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| Property / cites work: Lattice based extended formulations for integer linear equality systems / rank | |||
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| Property / cites work: Central clearing of OTC derivatives: Bilateral vs multilateral netting / rank | |||
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| Property / cites work: Integer programs for margining option portfolios by option spreads with more than four legs / rank | |||
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| Property / cites work: Q4221106 / rank | |||
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Latest revision as of 14:26, 1 August 2024
scientific article; zbMATH DE number 7705525
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Counter-cyclical margins for option portfolios |
scientific article; zbMATH DE number 7705525 |
Statements
Counter-cyclical margins for option portfolios (English)
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3 July 2023
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