The Mathematical Institute, University of Oxford, Eprints Archive

A two-asset jump diffusion model with correlation

Martin, Matthew (2007) A two-asset jump diffusion model with correlation. Masters thesis, University of Oxford.


Item Type:Thesis (Masters)
Subjects:D - G > Game theory, mathematical finance, economics, social and behavioral sciences
Research Groups:Mathematical and Computational Finance Group
ID Code:659
Deposited By: Eprints Administrator
Deposited On:20 Sep 2007
Last Modified:29 May 2015 18:26

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