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CAPM 1 Entropie 1 Entropy 1 Incomplete market 1 Martingal 1 Martingale 1 Option pricing theory 1 Optionspreistheorie 1 Unvollkommener Markt 1 minimal entropy martingale measure 1 multinomial lattices 1 option pricing 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Konlack, Virginie S. 1 Mwaniki, Ivivi Joseph 1 Ssebugenyi, Cyrus Seera 1
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Applied mathematical finance 1
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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
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