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On the martingale measures in exponential Lévy models. (English. Russian original) Zbl 1090.60047
Theory Probab. Appl. 49, No. 2, 261-274 (2005); translation from Teor. Veroyatn. Primen. 49, No. 2, 317-334 (2004).

MSC:
60G51 Processes with independent increments; Lévy processes
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