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Girsanov, I.V. (1960) On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures. Theory of Probability and Its Applications, 5, 285-301.
https://doi.org/10.1137/1105027

has been cited by the following article:

• TITLE: Risk-Neutral Pricing of European Call Options: A Specious Concept

  AUTHORS: Daniel T. Cassidy

  KEYWORDS: Risk-Neutral Pricing, European Call Options, Girsanov’s Theorem, Specious

  JOURNAL NAME: Journal of Mathematical Finance, Vol.8 No.2, May 9, 2018

  ABSTRACT: Risk-neutral pricing of European call options is investigated from a mathematical point-of-view and is found to be a specious concept1. Risk-neutral pricing of European call options is an approximation in which all terms of order are ignored, where is the risk premium and σ is the volatility.