Number of items: **4**.

## M

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)
*Optimal hedging and parameter uncertainty.*
IMA Journal of Management Mathematics, 18
.
pp. 331-351.

Monoyios, Michael
(2007)
*The minimal entropy measure and an Esscher transform in an incomplete market model.*
Statistics and Probability Letters, 77
.
pp. 1070-1076.

This list was generated on **Wed Sep 2 03:11:56 2015 BST**.