Timkovsky V G

V G Timkovsky

Information about the author V G Timkovsky will soon be added to the site.
Found 1 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...
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