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Clearing margin system in the futures markets—Applying the ..:

Chiu, Chien-Liang ; Chiang, Shu-Mei ; Hung, Jui-Cheng.
Physica A: Statistical Mechanics and its Applications.  367 (2006)  - p. 353-374 , 2006
Link: https://doi.org/10.1016/j.physa.2005.12.034