Muckenhoupt’s (Ap) condition and the existence of the optimal martingale measure
<p style="text-align:justify;"> In the problem of optimal investment with a utility function defined on <math><mrow is="true"><mo is="true">(</mo><mn is="true">0</mn><mo is="true">,</mo><mi is...
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| Format: | Journal article |
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Elsevier
2016
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