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M. Fritelli, “The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets,” Mathematical Finance, Vol. 10, No. 1, 2000, pp. 39-52.
http://dx.doi.org/10.1111/1467-9965.00079

has been cited by the following article:

• TITLE: Contingent Claims in Incomplete Markets: A Case Study

  AUTHORS: Sure Mataramvura

  KEYWORDS: Incomplete Markets; Equivalent Martingale Measure; Admissible Pricing Measure

  JOURNAL NAME: Journal of Mathematical Finance, Vol.3 No.4, October 17, 2013

  ABSTRACT: In this paper, we revisit pricing contingent claims in incomplete markets. While a lot have been done on pricing in incomplete markets, there is still a gap on the categorization of the payoffs. Some contingent claims are attainable while others will not be attainable. We address the question of which contingent claims belong to each group. We also propose a generalization of the equivalent martingale measures used for pricing, a generalization which includes those studied so far. We also provide some examples of how to price in each class and introduce important definitions.