E. Mazzola, P. Muliere, “Reviewing alternative characterizations of Meixner process”, Probab. Surveys, 8, no. none, 2011
Tsukasa Fujiwara, “The Minimal Entropy Martingale Measures for Exponential Additive Processes”, Asia-Pac Financ Markets, 16, no. 1, 2009, 65
Friedrich Hubalek, Carlo Sgarra, “On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps”, Stochastic Processes and their Applications, 119, no. 7, 2009, 2137
Jin E. Zhang, Huimin Zhao, Eric C. Chang, “EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION”, Mathematical Finance, 22, no. 3, 2012, 538
Thanh Long Nguyen, “Consumption and Investment Optimization under Constraints”, SSRN Journal, 2003
Guillaume Bernis, Riccardo Brignone, Simone Scotti, Carlo Sgarra, “A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process”, Math Finan Econ, 15, no. 4, 2021, 747
Ernst Eberlein, Christoph Gerhart, Zorana Grbac, “Multiple Curve LLvy Forward Price Model Allowing for Negative Interest Rates”, SSRN Journal, 2018
Martin Keller‐Ressel, Antonis Papapantoleon, Josef Teichmann, “THE AFFINE LIBOR MODELS”, Mathematical Finance, 23, no. 4, 2013, 627
Roger Lee, ruming wang, “How Leverage Shifts and Scales a Volatility Skew: Asymptotics for Continuous and Jump Dynamics”, SSRN Journal, 2015
Andreas Basse-O’Connor, Mikkel Slot Nielsen, Jan Pedersen, “Equivalent martingale measures for Lévy-driven moving averages and related processes”, Stochastic Processes and their Applications, 128, no. 8, 2018, 2538