Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Virginie S. Konlack"'
Publikováno v:
Numerical Methods for Partial Differential Equations. 36:86-117
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::655b02c2ee85b43b30d1c965b6a1367d
https://doi.org/10.1002/num.22402
https://doi.org/10.1002/num.22402
Publikováno v:
Applied Mathematical Finance. 20:359-379
In this article, we describe with relevant examples based on empirical data how to use the minimal entropy martingale measure (MEMM) to price European and American Options in multinomial lattices which take into account cumulants information. For tri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef3118bd1818b51f3771e38da5b2bf95
https://doi.org/10.1080/1350486x.2012.714226
https://doi.org/10.1080/1350486x.2012.714226