A Two-Asset Jump Diffusion Model with Correlation
نویسنده
چکیده
Acknowledgements I would like to extend my gratitude to my supervisor Sam Howison for his guidance and advice throughout the preparation and writing of this dissertation. I would also like to thank Christoph Reisinger for his advice whilst Dr Howison was away. Finally and most importantly I would like to thank my parents for their continued emotional and financial support, without which I would not be in this position today.
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