Grid based full portfolio revaluation for VaR computation

CHINELLI ROBERTO, DEMARTINI DANIELE, Gianluca FUSAI, Giovanni LONGO, MARENA MARINA

Research output: Contribution to conference › Paper

Original language	English
Pages	153/1-153/18
Number of pages	18
DOIs	https://doi.org/138345
Publication status	Published - 1 Jan 2006
Event	1st international workshop on grid technology for financial modeling and simulation - Palermo Duration: 1 Jan 2006 → …

Conference	1st international workshop on grid technology for financial modeling and simulation
City	Palermo
Period	1/01/06 → …

Access to Document

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AU - ROBERTO, CHINELLI

AU - DANIELE, DEMARTINI

AU - FUSAI, Gianluca

AU - LONGO, Giovanni

AU - MARINA, MARENA

PY - 2006/1/1

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UR - https://iris.uniupo.it/handle/11579/19598

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T2 - 1st international workshop on grid technology for financial modeling and simulation

Y2 - 1 January 2006

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