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Cited article:

Filtration shrinkage, the structure of deflators, and failure of market completeness

Constantinos Kardaras and Johannes Ruf
Finance and Stochastics 24 (4) 871 (2020)
https://doi.org/10.1007/s00780-020-00435-2

Filtration Shrinkage, the Structure of Deflators, and Failure of Market Completeness

Constantinos Kardaras and Johannes Ruf
SSRN Electronic Journal (2019)
https://doi.org/10.2139/ssrn.3502510

RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS

Anna Gerardi and Paola Tardelli
Probability in the Engineering and Informational Sciences 24 (1) 47 (2010)
https://doi.org/10.1017/S0269964809990131