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Article Dans Une Revue Statistics & Risk Modeling with Applications in Finance and Insurance Année : 2014

Central clearing of OTC derivatives: Bilateral vs multilateral netting

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hal-01017930 , version 1 (03-07-2014)

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  • HAL Id : hal-01017930 , version 1

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R. Cont, T. Kokholm. Central clearing of OTC derivatives: Bilateral vs multilateral netting. Statistics & Risk Modeling with Applications in Finance and Insurance, 2014, 31 (1), pp.3-22. ⟨hal-01017930⟩
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