Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2276113211 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1507.05865 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging of contingent claims and maximum price / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4218383 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential Hedging and Entropic Penalties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted norm inequalities and hedging in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general version of the fundamental theorem of asset pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4892362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fundamental theorem of asset pricing for unbounded stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4213415 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility maximization in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale and Duality Methods for Utility Maximization in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous exponential martingales and BMO / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient conditions in the problem of optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The opportunity process for optimal consumption and investment with power utility / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:57, 12 July 2024

scientific article
Language Label Description Also known as
English
Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure
scientific article

    Statements

    Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (English)
    0 references
    0 references
    0 references
    8 August 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    utility maximization
    0 references
    optimal martingale measure
    0 references
    BMO martingales
    0 references
    \((A_p)\) condition
    0 references
    0 references
    0 references