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

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Number of items: 4.

Article

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.

Thesis

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 Sat May 25 06:13:45 2013 BST.
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