Selivanov, A. V. 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). Cited in 4 Documents MSC: 60G51 Processes with independent increments; Lévy processes Keywords:fundamental theorem of asset pricing; sigma-martingale measure; uniformly integrable martingale measure PDF BibTeX XML Cite \textit{A. V. Selivanov}, Theory Probab. Appl. 49, No. 2, 261--274 (2004; Zbl 1090.60047); translation from Teor. Veroyatn. Primen. 49, No. 2, 317--334 (2004) Full Text: DOI