A stochastic process approach in setting the appropriate margin level for the TAIFEX stock index futures
| Year of publication: |
2006
|
|---|---|
| Authors: | Chou, Jian-Hsin ; Yu, Hong-Fwu |
| Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 32.2006, 11, p. 886-902
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