Grid Based Full Portfolio Revaluation for VaR
G. Fusai*, R. Chinelli, D. De Martini, G. Longo, M. Marena, L. Mariano, R. Cappuccio, R. Sgherri, L. Regini, W. Chierici and E. Cocca
Published on:
May 21, 2007
DOI: https://doi.org/10.22323/1.026.0010
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