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multilateral netting
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Operations research
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Compressing over-the-counter markets
D'Errico, Marco
;
Roukny, Tarik
- In:
Operations research
69
(
2021
)
6
,
pp. 1660-1679
Persistent link: https://www.econbiz.de/10012815666
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To fully net or not to net : adverse effects of partial multilateral
netting
Amini, Hamed
;
Filipović, Damir
;
Minca, Andreea
- In:
Operations research
64
(
2016
)
5
,
pp. 1135-1142
Persistent link: https://www.econbiz.de/10011594667
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