Dynamic margin optimization
Edina Berlinger, Zsolt Bihary, Barbara Dömötör
| Year of publication: |
2024
|
|---|---|
| Authors: | Berlinger, Edina ; Bihary, Zsolt ; Dömötör, Barbara |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 68.2024, Art.-No. 105999, p. 1-7
|
| Subject: | Central counterparty | Clearing | Countercyclical margin | Dynamic modelling | Stochastic control | Theorie | Theory | Finanzmarktregulierung | Financial market regulation | Financial clearing | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105999 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015063692