On the Minimal Entropy Martingale Measure and Multinomial Lattices with Cumulants
| Year of publication: |
2013
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|---|---|
| Authors: | Ssebugenyi, Cyrus Seera ; Mwaniki, Ivivi Joseph ; Konlack, Virginie S. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 20.2013, 4 (1.9.), p. 359-379
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