Search
Search
Papers, wiki, Option Blackboard, encyclopedia, and cards.
Results for “VM” · papers 2 · wiki 2
Academic Papers · 2arXiv q-fin live 1 · desk corpus 1
arXiv · arXiv q-fin · 2026
Collateral allocation for uncleared derivatives is a legally constrained and operationally discrete optimization problem. Institutions must satisfy margin requirements while respecting CSA eligibility rules, valuation percentages, rounding, transfer thresholds, concentration limits, custody conditions, inventory, and VM, IM, or IA side constraints. This manuscript develops CR-HO-QAOA, a certified higher-order quantum…
Tao Jin, Stuart Florescu
arXiv · arXiv · 2013
We make several improvements to the mean-variance framework for optimal pre-trade algorithmic execution, by working with volume measures and generic price dynamics. Volume measures are the continuum analogies for discrete volume profiles commonly implemented in the execution industry. Execution then becomes an absolutely continuous measure over such a measure space, and its Radon-Nikodym derivative is commonly known …
Jackie Jianhong Shen
Option Blackboard · 0
No Option Blackboard entries matched.
Encyclopedia · 0
No encyclopedia foundations matched.