학술논문
The minimal entropy martingale measure in trinomial scheme with disorder.
Document Type
Journal
Author
Glonti, O. (GE-TBIL) AMS Author Profile; Jamburia, L. (GE-TBIL) AMS Author Profile; Khechinashvili, Z. (GE-TBIL) AMS Author Profile
Source
Subject
91 Game theory, economics, social and behavioral sciences -- 91G Mathematical finance
91G70Statistical methods, econometrics
94Information and communication, circuits -- 94A Communication, information
94A17Measures of information, entropy
91G70
94
94A17
Language
English
Georgian
Georgian