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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
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