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Operations research letters
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ASTIN BULLETIN ; Vol. 28 - No.2 - 1998, 187-203
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Systemic risk and optimal fee for central clearing counterparty under partial netting
Cui, Zhenyu
;
Feng, Qi
;
Hu, Ruimeng
;
Zou, Bin
- In:
Operations research letters
46
(
2018
)
3
,
pp. 306-311
Persistent link: https://www.econbiz.de/10011873375
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Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
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