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~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working papers"
~person:"Konlack, Virginie S."
~subject:"Martingale"
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On the minimal entropy martingale measure and multinomial lattices with cumulants
Ssebugenyi, Cyrus Seera
;
Mwaniki, Ivivi Joseph
; …
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 359-379
Persistent link: https://www.econbiz.de/10010187658
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