scientific article

zbMath1246.91138MaRDI QIDQ2906072

Cyrus Seera Ssebugenyi

Publication date: 28 August 2012

Full work available at URL: http://www.m-hikari.com/ams/ams-2011/ams-65-68-2011/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

real options analysisminimal entropy martingale measuremultinomial lattices

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

A fuzzy approach to option pricing in a Levy process setting

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