Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral
Active margin system for margin loans using cash and stock as collateral and its application in Chinese market
An Active Margin System and its Application in Chinese Margin Lending Market
Density-based Monte Carlo filter and its applications in estimation of unobservable variables and pharmacokinetic parameters
Hedging strategies with a put option and their failure rates
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