Integer programs for margining option portfolios by option spreads with more than four legs (Q744225): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q161994 |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Timkovsky, Vadim G. / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10287-012-0159-x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2066691318 / rank | |||
Normal rank |
Latest revision as of 22:29, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integer programs for margining option portfolios by option spreads with more than four legs |
scientific article |
Statements
Integer programs for margining option portfolios by option spreads with more than four legs (English)
0 references
6 October 2014
0 references
arbitrage
0 references
homomorphism
0 references
margin
0 references
option
0 references
spread
0 references