학술논문

Trinomial scheme with ``disorder''. The minimal entropy martingale measure.

Document Type

Journal

Author

Glonti, O. (GE-TBIL-PB) AMS Author Profile; Jamburia, L. (GE-TBIL-PB) AMS Author Profile; Khechinashvili, Z. (GE-TBIL-PB) AMS Author Profile

Source

Applied Mathematics, Informatics and Mechanics (Appl. Math. Inform. Mech.) (20040101), 9, no.~2, 14-27. ISSN: 1512-0074 (print).

Subject

91 Game theory, economics, social and behavioral sciences -- 91B Mathematical economics
91B24 Price theory and market structure

Language

English

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