Giuseppe Castellacci

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2003

1 Giuseppe Castellacci, Michael J. Siclari: The practice of Delta-Gamma VaR: Implementing the quadratic portfolio model. European Journal of Operational Research 150(3): 529-545 (2003)

	2003
1		Giuseppe Castellacci, Michael J. Siclari: The practice of Delta-Gamma VaR: Implementing the quadratic portfolio model. European Journal of Operational Research 150(3): 529-545 (2003)

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