Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2007
Number of items: 4.
Martin, Matthew (2007) A two-asset jump diffusion model with correlation. Masters thesis, University of Oxford.
Mitton, M. D. (2007) Derivative pricing and optimal execution of portfolio transactions in finitely liquid markets. PhD thesis, University of Oxford.
Monoyios, Michael (2007) The minimal entropy measure and an Esscher transform in an incomplete market model. Statistics and Probability Letters, 77 . pp. 1070-1076.
Monoyios, Michael (2007) Optimal hedging and parameter uncertainty. IMA Journal of Management Mathematics, 18 . pp. 331-351.