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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Pricing Spread Options with Numerical and Analytic Approximations, A Comparative Analysis
Organization Unit
Authors
  • Damian Tschirky
Supervisors
  • Erich Walter Farkas
  • Ciprian Necula
  • Fulvia Fringuellotti
Language
  • English
Institution ETH
Faculty Faculty of Mathematics
Date 2016
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