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
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