Publications and Preprints

Preprints

  • McWalter, Thomas A.; Kienitz, Jörg; Nowaczyk, Nikolai; Rudd, Ralph; Acar, Sarp K.. Dynamic Initial Margin Estimation Based on Quantiles of
    Johnson Distributions
    , Working Paper, 03/18, http://ssrn.com/abstract=3147811

Peer-Reviewed Articles

Thesis

Other publications

Invited talks