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Central clearing of OTC derivatives: Bilateral vs multilateral netting

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https://hal.archives-ouvertes.fr/hal-01017930
Contributor : Serena Benassù <>
Submitted on : Thursday, July 3, 2014 - 2:03:23 PM
Last modification on : Friday, March 27, 2020 - 3:58:56 AM

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  • HAL Id : hal-01017930, version 1

Citation

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

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