BibTeX record journals/anor/PriscoIKN07

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@article{DBLP:journals/anor/PriscoIKN07,
  author    = {Ben De Prisco and
               Ian Iscoe and
               Alexander Y. Kreinin and
               Ahmed Nagi},
  title     = {A semi-analytical method for VaR and credit exposure analysis},
  journal   = {Annals {OR}},
  volume    = {152},
  number    = {1},
  pages     = {23--47},
  year      = {2007},
  url       = {http://dx.doi.org/10.1007/s10479-006-0123-7},
  doi       = {10.1007/s10479-006-0123-7},
  timestamp = {Tue, 08 Sep 2009 08:09:36 +0200},
  biburl    = {http://dblp.uni-trier.de/rec/bib/journals/anor/PriscoIKN07},
  bibsource = {dblp computer science bibliography, http://dblp.org}
}