@article{aclosedformmodelfreeapproximationfor,
  title = {A closed form model-free approximation for the Initial Margin of option portfolios},
  author = {Claude Martini and Arianna Mingone},
  year = {2023},
  eprint = {2306.16346},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2306.16346v1},
}