This article is cited in 7 papers

Muckenhoupt's ($A_p$) condition and the existence of the optimal martingale measure

Dmitry Kramkov^ab, Kim Weston<sup>a

a</sup> Carnegie Mellon University, Department of Mathematical Sciences, 5000 Forbes Avenue, Pittsburgh, PA, 15213-3890, USA
^b Steklov Mathematical Institute, 8 Gubkina St., Moscow, Russia

Received: 21.09.2015
Accepted: 24.02.2016

Language: English

DOI: 10.1016/j.spa.2016.02.012

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