@article{Fusai:2007y0,
  author = "Fusai, Gianluca  and  Chinelli, Roberto  and  De Martini, Daniele  and  Longo, Giovanni  and  Marena, Marina  and  Mariano, Laura  and  Cappuccio, Roberto  and  Sgherri, Raffaele  and  Regini, Luca  and  Chierici, Werther  and  Cocca, Ernesto",
  title = "{Grid Based Full Portfolio Revaluation for VaR}",
  doi = "10.22323/1.026.0010",
  journal = "PoS",
  year = 2007,
  volume = "GRID2006",
  pages = "010"
}