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"A Computational Study of Margining Portfolios of Options by Two Approaches."

Edward G. Coffman Jr., Dmytro Matsypura, Vadim G. Timkovsky (2010)

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DOI: 10.1007/978-3-642-12035-0_32

access: closed

type: Conference or Workshop Paper

metadata version: 2017-09-16

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  dblp key:
  - conf/icistm/CoffmanMT10
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  - https://dblp.org/rec/conf/icistm/CoffmanMT10
Edward G. Coffman Jr., Dmytro Matsypura, Vadim G. Timkovsky:
A Computational Study of Margining Portfolios of Options by Two Approaches. ICISTM 2010: 325-332

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