Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172): Difference between revisions
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Revision as of 22:56, 19 March 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)
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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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