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Construction of the minimal entropy martingale measure in discrete t ime/finite probability market models /

Ssebugenyi, Cyrus Seera

Construction of the minimal entropy martingale measure in discrete t ime/finite probability market models / Cyrus Seera Ssebugenyi - Kampala : Makerere University , 2009 - xv, 156 p. : ill. ; 30 cm.

Unpublished thesis (Ph.D., Math. ) - Makerere University, 2009

Includes bibliographical references (p.131-138)

Subjects--Topical Terms:
Martingales (Mathematics)

Dewey Class. No.: 519.236

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Construction of the minimal entropy martingale measure in discrete t ime/finite probability market models /