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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title Optimizations to Monte Carlo Option Pricing Algorithms for Exotic Options
Organization Unit
Authors
  • George-Gabriel Negulescu
Supervisors
  • Felix Stang
  • Markus Leippold
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date 2019
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