Open AccessA Data Driven Approach to Calculate Optimum Collateral Amount for Vulnerable Option
Author(s) -
J. K. R. Sastry,
K. V. N. M. Ramesh,
J. V. R. Murthy
Publication year - 2016
Publication title -
indian journal of science and technology
Language(s) - English
Resource type - Journals
eISSN - 0974-6846
pISSN - 0974-5645
DOI - 10.17485/ijst/2016/v9i17/93040
Subject(s) - collateral , the venerable , binomial options pricing model , computer science , econometrics , mathematics , mathematical optimization , valuation of options , mathematical economics , economics , finance , history , classics