Futures options with futures-style margining in the Gaussian models setting (Q4254966)
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scientific article; zbMATH DE number 1323057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Futures options with futures-style margining in the Gaussian models setting |
scientific article; zbMATH DE number 1323057 |
Statements
Futures options with futures-style margining in the Gaussian models setting (English)
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29 November 1999
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futures options
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continuous marking-to-market
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