如题,以下是我学习时教授强烈推荐的经典。象征受点伪币。
1。estimation of time-varying hedging ratios
2。Generalized Optimal Hedge Ratio Estimation
3。Margin Adequacy and Standards
4. Optimal clearing margin [local]4[/local]
5. Position Limits for Cash-Settled Derivative Contracts [local]5[/local]