"Basket problems in margin calculation: Modelling and algorithms."

Alexander E. Fiterman, Vadim G. Timkovsky (2001)

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DOI: 10.1016/S0377-2217(99)00420-8

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alexander E. Fiterman, Vadim G. Timkovsky:
Basket problems in margin calculation: Modelling and algorithms. Eur. J. Oper. Res. 129(1): 209-223 (2001)

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