Pages that link to "Item:Q1991253"
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The following pages link to A parsimonious parametric model for generating margin requirements for futures (Q1991253):
Displaying 7 items.
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945) (← links)
- Hedging with automatic liquidation and leverage selection on bitcoin futures (Q2106762) (← links)
- Price limits and capital requirements of futures clearinghouses (Q2569022) (← links)
- The application of a SPAN system based on a VaR model in margin level setting of Chinese stock index futures (Q2885617) (← links)
- Prudent Margin Levels in the Finnish Stock Index Futures Market (Q4363672) (← links)
- (Q5121459) (← links)
- Counter-cyclical margins for option portfolios (Q6106639) (← links)