Dynamic Initial Margin Estimation Based on Quantiles of...

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SSRN Electronic Journal 2018

Dynamic Initial Margin Estimation Based on Quantiles of Johnson Distributions

McWalter, Thomas, Kienitz, Joerg, Nowaczyk, Nikolai, Rudd, Ralph, Acar, Sarp Kaya
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Year:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3147811
File:
PDF, 1003 KB
english, 2018
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