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