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A two-asset jump diffusion model with correlation

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

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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:20 Jul 2009 14:23

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