scientific article

zbMath1185.91184MaRDI QIDQ3551896

Cyrus Seera Ssebugenyi

Publication date: 16 April 2010

Full work available at URL: http://www.m-hikari.com/ams/ams-password-2008/ams-password57-60-2008/index.html

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zbMATH Keywords

real options analysisminimal entropy martingale measuremultinomial lattices

Mathematics Subject Classification ID

Decision theory (91B06) Management decision making, including multiple objectives (90B50) Generalizations of martingales (60G48) Corporate finance (dividends, real options, etc.) (91G50)

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