@article {66920,
	title = {The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential L{\'e}vy model},
	journal = {Asia-Pacific Financial MarketsAsia-Pacific Financial Markets},
	volume = {19},
	year = {2012},
	month = {2012},
	pages = {63-98},
	isbn = {1573-6946},
	author = {Momeya, Romuald Herv{\'e} and Salah, Zied Ben}
}
