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Publications in Scientific Journals:

S. Klöppel, R. Reda, W. Schachermayer:
"A rotationally invariant technique for rare event simulation";
Risk magazine, 22 (2009), 10; 90 - 94.



Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)


Created from the Publication Database of the Vienna University of Technology.