Hendricks, Darryll
, Shin, Soo
, Walter, Stefan
, Estrella, Arturo
and Kambhu, John. "Options Positions: Risk Management and Capital Requirements, Research Paper no. 9415,"
Research Papers (Federal Reserve Bank of New York)
(September 1994).
https://fraser.stlouisfed.org/title/6570/item/708166, accessed on January 19, 2026.