14 citations to https://www.mathnet.ru/rus/tvp2902
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Kallsen J., Shiryaev A.N., “The cumulant process and Esscher's change of measure”, Finance and Stochastics, 6:4 (2002), 397–428
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D. O. Kramkov, A. N. Shiryaev, Progress in Mathematics, 168, European Congress of Mathematics, 1998, 289
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M. Jerschow, “Uniform integrability of exponential martingales and SDEs”, Stochastics and Stochastic Reports, 49:3-4 (1994), 139
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Tatsuya Okada, “A criterion for uniform integrability of exponential martingales”, Tohoku Math. J. (2), 34:4 (1982)