| 12406308 |
PCA-based portfolio margining |
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2025-09-02 |
| 12223548 |
Liquidation cost calculation |
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2025-02-11 |
| 11922506 |
PCA-based portfolio margining |
Udesh Jha, Jalpan Shah, Dmitriy Glinberg, Feliks Landa |
2024-03-05 |
| 11887194 |
Liquidation cost calculation |
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2024-01-30 |
| 11605133 |
PCA-based portfolio margining |
Udesh Jha, Jalpan Shah, Dmitriy Glinberg, Feliks Landa |
2023-03-14 |
| 11295388 |
Liquidation cost calculation |
Adam Olszewski, Dmitriy Glinberg, Feliks Landa |
2022-04-05 |
| 10956979 |
PCA-based portfolio margining |
Udesh Jha, Jalpan Shah, Dmitriy Glinberg, Feliks Landa |
2021-03-23 |
| 10643282 |
Liquidation cost calculation |
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2020-05-05 |
| 10586287 |
PCA-based portfolio margining |
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2020-03-10 |
| 10255636 |
PCA-based portfolio margining |
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2019-04-09 |