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

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Latest revision as of 08:57, 12 July 2024

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