Exponentially affine martingales, affine measure changes and exponential moments of affine processes

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Exponential moments of affine processes (2011, background): “Our result extends and unifies preceding ones by Glasserman and Kim [2010], Filipović and Mayerhofer [2009], Kallsen and Muhle-Karbe [2010] and Spreij and Veerman [2010] in that it allows processes with completely general jump behavior, applies to any convex state space and provides both sufficient ”
UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (2010, methodology): “In the general context of [28] the process Z above solves a dual minimization problem.”
On the martingale property of certain local martingales (2009, background): “A similar question in the exponential semimartingale framework, in particluar, for affine processes, has also attracted attention in the literature (see e.g. Kallsen and Shiryaev [25], Kallsen and Muhle-Karbe [24], Mayerhofer, Muhle-Karbe, and Smirnov [33] and the references therein).”