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Diploma and Master Theses (authored and supervised):
V. Kovacs:
"Application of rotational invariant importance sampling";
Supervisor: W. Schachermayer, R. Reda; Institut für Wirtschaftsmathematik, FG für Finanz- und Versicherungsmathematik, 2009; final examination: 2009-03-25.

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.