On the Minimal Entropy Martingale Measure and Multinomial Lattices with Cumulants
Ssebugenyi, Cyrus Seera, Mwaniki, Ivivi Joseph, Konlack, Virginie S.Volume:
20
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2012.714226
Date:
September, 2013
File:
PDF, 313 KB
english, 2013