Counter-Cyclical Margins for Option Portfolios
Year of publication: |
[2022]
|
---|---|
Authors: | Chen, Yuanyuan ; Wu, Qi ; Li, Duan |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
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