Systemic risk and optimal fee for central clearing counterparty under partial netting

Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou. Systemic risk and optimal fee for central clearing counterparty under partial netting. Oper. Res. Lett., 46(3):306-311, 2018. [doi]

Authors

Zhenyu Cui

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Qi Feng

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Ruimeng Hu

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Bin Zou

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