Setting the futures margin with price limits: the case for single-stock futures
Crossref DOI link: https://doi.org/10.1007/s11156-015-0548-7
Published Online: 2015-12-23
Published Print: 2017-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Chen-Yu
Chou, Jian-Hsin
Fung, Hung-Gay
Tse, Yiuman
Text and Data Mining valid from 2015-12-23