The margin call base at time t + τ equals : Mt + τ = ∑ Li , t + τ - ∑ ( 1 - hj ) Cj , t + τ i = 1 j = 1 I J
Lisatagatise nõude alus on sellisel juhul ajal t + τ järgmine : Mt + τ = ∑ Li , t + τ - ∑ ( 1 - hj ) Cj , t + τ i = 1 j = 1 I J