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"To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting."

Hamed Amini, Damir Filipovic, Andreea Minca (2016)

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DOI: 10.1287/OPRE.2015.1414

access: closed

type: Journal Article

metadata version: 2022-04-09

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Hamed Amini, Damir Filipovic, Andreea Minca:
To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting. Oper. Res. 64(5): 1135-1142 (2016)

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