Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Counter-cyclical Margins for Option Portfolios | Journal of Economic Dynamics and Control |
| 1 | 2023 |
Margin Calculation of Multi-Leg Option Strategies | SSRN Electronic Journal | 2017 | ||
Margining option portfolios by network flows | Networks |
| 3 | 2011 |
Strategy vs risk in margining portfolios of options | 4OR |
| 5 | 2010 |
Operations in Financial Services—An Overview | Production and Operations Management |
| 42 | 2010 |