The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets (Q5890188)
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scientific article; zbMATH DE number 1582844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets |
scientific article; zbMATH DE number 1582844 |
Statements
The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets (English)
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29 March 2001
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option price
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interest rate derivatives
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binomial
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trinomial
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multinomial
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smoothness
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