A parsimonious parametric model for generating margin requirements for futures

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Publication:1991253

DOI10.1016/j.ejor.2018.08.006zbMath1403.91378OpenAlexW2888069996WikidataQ129359339 ScholiaQ129359339MaRDI QIDQ1991253

Anannit Sumawong, Carol Alexander, Andreas Kaeck

Publication date: 30 October 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://sro.sussex.ac.uk/id/eprint/77556/1/texsubmissionSRO.pdf




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