- Patrick Cheridito, Damir Filipović, Marc Yor, “Equivalent and absolutely continuous measure changes for jump-diffusion processes”, Ann. Appl. Probab., 15, no. 3, 2005

- Stefan Kassberger, Thomas Liebmann, “q-Optimal Martingale Measures for Exponential Lévy Processes”, SSRN Journal, 2008

- S. Cawston, L. Vostrikova, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 305

- Mahdieh Aminian Shahrokhabadi, Alexander Melnikov, Andrey Pak, “The Duality Principle for Multidimensional Optional Semimartingales”, JRFM, 17, no. 2, 2024, 43

- Kais Hamza, Fima C. Klebaner, “On the implicit Black–Scholes formula”, Stochastics, 80, no. 1, 2008, 97

- Fred Espen Benth, Carlo Sgarra, “The Risk Premium and the Esscher Transform in Power Markets”, SSRN Journal, 2009

- E. R. Offen, E. M. Lungu, “Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale”, JMF, 05, no. 03, 2015, 286

- R. V. Ivanov, “On Computing the Price of Financial Instruments in Foreign Currency”, Autom Remote Control, 79, no. 4, 2018, 679

- Fred Espen Benth, 189, Advanced Modelling in Mathematical Finance, 2016, 477

- Ernst Eberlein, Jan Kallsen, Mathematical Finance, 2019, 97
