Basket problems in margin calculation: modelling and algorithms. (Q5925945)
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scientific article; zbMATH DE number 1574286
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Basket problems in margin calculation: modelling and algorithms. |
scientific article; zbMATH DE number 1574286 |
Statements
Basket problems in margin calculation: modelling and algorithms. (English)
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5 July 2001
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Basket
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Hedging
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Margin
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Modelling
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Portfolio
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0.7137063145637512
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0.7006278038024902
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0.6997798085212708
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