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"Strategy vs risk in margining portfolios of options."

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

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DOI: 10.1007/S10288-010-0129-5

access: closed

type: Journal Article

metadata version: 2017-09-16

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  - https://dblp.org/rec/journals/4or/CoffmanMT10
Edward G. Coffman Jr., Dmytro Matsypura, Vadim G. Timkovsky:
Strategy vs risk in margining portfolios of options. 4OR 8(4): 375-386 (2010)

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