Dynamic Initial Margin Estimation Based on Quantiles of Johnson Distributions
Year of publication: |
2018
|
---|---|
Authors: | McWalter, Thomas |
Other Persons: | Kienitz, Joerg (contributor) ; Nowaczyk, Nikolai (contributor) ; Rudd, Ralph (contributor) ; Acar, Sarp Kaya (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3147811 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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