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Authors
Sergey Smirnov
Sergey Smirnov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University,
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A guaranteed deterministic approach to margining on exchange-traded derivatives market (Ekonomika i matematicheskie metody)
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A guaranteed deterministic approach to margining on exchange-traded derivatives market: Numerical experiment (Ekonomika i matematicheskie metody)
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