Title of article :
Basket problems in margin calculation: Modelling and algorithms
Author/Authors :
Alexander E. Fiterman، نويسنده , , Vadim G. Timkovsky، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
15
From page :
209
To page :
223
Keywords :
Basket , Hedging , Modelling , Portfolio , Margin
Journal title :
European Journal of Operational Research
Serial Year :
2001
Journal title :
European Journal of Operational Research
Record number :
213582
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=213582
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