Matsypura D

D Matsypura

Information about the author D Matsypura will soon be added to the site.
Found 2 papers in total
Integer programs for margining option portfolios by option spreads with more than four legs
Integer programs for margining option portfolios by option spreads with more than four legs
2013
Margining is a crucial brokerage operation. In application to option portfolios it...
Strategy vs risk in margining portfolios of options
Strategy vs risk in margining portfolios of options
2010
The strategy-based approach to portfolio margining has been used for margining...
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