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An Exponential Martingale Equation

   
@article{ECP1220,
	author = {Revaz Tevzadze and Mikhael Mania},
	title = {An Exponential Martingale Equation},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {11},
	year = {2006},
	keywords = {Backward stochastic differential equation, exponential martingale,martingale measures},
	abstract = {We prove an existence of a unique solution of an exponential martingale equation in the class of BMO martingales. The solution is used to characterize optimal martingale measures.},
	pages = {no. 22, 206-216},
	issn = {1083-589X},
	doi = {10.1214/ECP.v11-1220},    
        url = {http://ecp.ejpecp.org/article/view/1220}}