Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure (Q737172)
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scientific article; zbMATH DE number 6610057
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| English | Muckenhoupt's \((A_p)\) condition and the existence of the optimal martingale measure |
scientific article; zbMATH DE number 6610057 |
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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0.7689248323440552
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0.7641912698745728
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0.7587140798568726
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0.7495467066764832
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