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"Hidden Illiquidity with Multiple Central Counterparties."

Paul Glasserman, Ciamac C. Moallemi, Kai Yuan (2016)

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DOI: 10.1287/OPRE.2015.1420

access: closed

type: Journal Article

metadata version: 2020-03-31

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  - https://dblp.org/rec/journals/ior/GlassermanMY16
Paul Glasserman, Ciamac C. Moallemi, Kai Yuan:
Hidden Illiquidity with Multiple Central Counterparties. Oper. Res. 64(5): 1143-1158 (2016)

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