Geodesic
Logarithmic utility maximization in an exponential L\'{e}vy model
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2014), pp. 16-24

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The problems of logarithmic utility maximization and finding the numéraire portfolio in an exponential Lévy model are studied in the paper in terms of Lévy–Khinchin triplet. 
@article{VMUMM_2014_6_a2,
     author = {M. Yu. Ivanov},
     title = {Logarithmic utility maximization in an exponential {L\'{e}vy} model},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {16--24},
     publisher = {mathdoc},
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     year = {2014},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2014_6_a2/}
}
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M. Yu. Ivanov. Logarithmic utility maximization in an exponential L\'{e}vy model. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 6 (2014), pp. 16-24. http://geodesic.mathdoc.fr/item/VMUMM_2014_6_a2/