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Document type:
Masterarbeit 
Author(s):
Krause, Daniel (FIM) 
Title:
Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options 
Supervisor:
Marcos Escobar, Luis Seco, Rudi Zagst 
Advisor:
Marcos Escobar, Luis Seco, Rudi Zagst 
Year:
2013 
University:
Technische Universität München, Ryerson University of Toronto, University of Toronto