Hidden illiquidity with multiple central counterparties
Year of publication: |
September October 2016
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Authors: | Glasserman, Paul ; Moallemi, Ciamac C. ; Yuan, Kai |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 64.2016, 5, p. 1143-1158
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Subject: | financial institutions | finance securities | government regulation | Regulierung | Regulation | Finanzsektor | Financial sector | Theorie | Theory | Wertpapierhandel | Securities trading | Clearing | Financial clearing | Finanzmarktregulierung | Financial market regulation |
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