The following publications are possibly variants of this publication:
- Margining option portfolios by network flowsDmytro Matsypura, Vadim G. Timkovsky. networks, 60(2):120-131, 2012. [doi]
- Strategy vs risk in margining portfolios of optionsEdward G. Coffman Jr., D. Matsypura, Vadim G. Timkovsky. 4or, 8(4):375-386, 2010. [doi]
- A Computational Study of Margining Portfolios of Options by Two ApproachesEdward G. Coffman Jr., Dmytro Matsypura, Vadim G. Timkovsky. icistm 2010: 325-332 [doi]
- Combinations of Option SpreadsDmytro Matsypura, Vadim G. Timkovsky. icores 2012: 321-331