A theoretical framework to evaluate different margin-setting methodologies
| Year of publication: |
2004
|
|---|---|
| Authors: | Lam, Kin ; Sin, Chor-Yiu ; Leung, Rico |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 2, p. 117-146
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