Publications
2 shownThe Calculation of Minimum Margin
The calculation of margin for investor's option accounts is a complex and costly problem for brokerage houses. The existing procedures usually involve a heuristic requiring sequ...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 648
- Institution
- Cornell University
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.