Valuation of real options using the minimal entropy martingale measure (Q3551896)
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scientific article; zbMATH DE number 5694268
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of real options using the minimal entropy martingale measure |
scientific article; zbMATH DE number 5694268 |
Statements
16 April 2010
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real options analysis
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minimal entropy martingale measure
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multinomial lattices
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0.9364441633224488
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0.744892418384552
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0.7443801164627075
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0.7326734662055969
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0.7322585582733154
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