Basket problems in margin calculation: Modelling and algorithms-Reference-Cited by-同舟云学术

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Basket problems in margin calculation: Modelling and algorithms

Published:2001-02 Issue:1 Volume:129 Page:209-223
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Fiterman Alexander E.,Timkovsky Vadim G.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference9 articles.

1. American Stock Exchange Guide. Commerce Clearing House Inc., Chicago, IL, 1984

2. Computers and Intractability: A Guide to the Theory of NP-Completeness;Garey,1979

3. J.P. Geelan, R.P. Rittereiser, Margin Regulations and Practices, fourth ed. NYIF Corporation, Division of Simon & Schuster, Inc., New York, 1998

4. The Art of Computer Programming: Sorting and Searching;Knuth,1973

5. Knapsack Problems: Algorithms and Computer Implementations;Martello,1990

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Margining option portfolios by network flows;Networks;2011

2. Operations in Financial Services-An Overview;Production and Operations Management;2010-10-20

3. Strategy vs risk in margining portfolios of options;4OR;2010-06-05

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