"A parsimonious parametric model for generating margin requirements for ..."

Carol Alexander, Andreas Käck, Anannit Sumawong (2019)

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DOI: 10.1016/J.EJOR.2018.08.006

access: closed

type: Journal Article

metadata version: 2025-01-19

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Carol Alexander, Andreas Käck, Anannit Sumawong:
A parsimonious parametric model for generating margin requirements for futures. Eur. J. Oper. Res. 273(1): 31-43 (2019)

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