Quotation Szölgyenyi, Michaela. 2011. Performance analysis of certain put-write strategies with different methods. Masterarbeit, JKU Linz.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Master thesis
Language English
Title Performance analysis of certain put-write strategies with different methods
Academic institution JKU Linz
Year 2011

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People
Szölgyenyi, Michaela (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1117 Actuarial mathematics (Details)
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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