Exponential models by Orlicz spaces and applications (Q4555284)
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scientific article; zbMATH DE number 6981478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential models by Orlicz spaces and applications |
scientific article; zbMATH DE number 6981478 |
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Exponential models by Orlicz spaces and applications (English)
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19 November 2018
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Orlicz space
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maximal exponential model
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exponential utility maximization
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minimal entropy martingale measure
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reverse Hölder condition
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