Using the minimal entropy martingale measure to valuate real options in multinomial lattices (Q2906072)
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scientific article; zbMATH DE number 6073354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using the minimal entropy martingale measure to valuate real options in multinomial lattices |
scientific article; zbMATH DE number 6073354 |
Statements
28 August 2012
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real options analysis
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multinomial lattices
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minimal entropy martingale measure
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0.89112115
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0.8860745
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0.88598967
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0.8741378
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Using the minimal entropy martingale measure to valuate real options in multinomial lattices (English)
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