The 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...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 28
- Institution
- Cornell University
External Links
Identifiers
- ORCID
- 0000-0002-1360-9021
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.