Items for Sumawong, Anannit

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Number of items: 2.

Article

Alexander, Carol, Kaeck, Andreas and Sumawong, Anannit (2019) A parsimonious parametric model for generating margin requirements for futures. European Journal of Operational Research, 273 (1). pp. 31-43. ISSN 0377-2217

Thesis

Sumawong, Anannit (2014) Risk management of energy derivatives: hedging and margin requirements. Doctoral thesis (PhD), University of Sussex.

This list was generated on Fri Dec 14 18:40:10 2018 GMT.