The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2007

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Number of items: 4.


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.


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.

This list was generated on Mon May 25 02:12:33 2015 BST.