The Mathematical Institute, University of Oxford, Eprints Archive

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

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Number of items: 3.

Article

Danilova, Albina and Monoyios, Michael and Ng, Andrew Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics . (Unpublished)

Monoyios, Michael Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (Submitted)

Book Section

Gupta, Alok and Reisinger, Christoph and Whitley, Alan Model Uncertainty and its Impact on Derivative Pricing. In: Rethinking Risk Measurement and Reporting. RISK, pp. 623-661. (In Press)

This list was generated on Sun Oct 22 05:11:50 2017 BST.