Scanning based spreads using a hedge ratio non-linear optimization model

Details for Australian Patent Application No. 2009238561 (hide)

Owner Chicago Mercantile Exchange, Inc.

Inventors Glinberg, Dmitriy; Patel, Ketan; Stephen, Amy; Hadi, Muhammed

Agent Spruson & Ferguson

Pub. Number AU-A-2009238561

PCT Pub. Number WO2009/131751

Priority 12/056,465 27.03.08 US

Filing date 4 March 2009

Wipo publication date 29 October 2009

International Classifications

G06Q 40/00 (2006.01) Finance, e.g. banking, investment or tax processing

Event Publications

30 September 2010 PCT application entered the National Phase

  PCT publication WO2009/131751 Priority application(s): WO2009/131751

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