This is of course problematic; while any of the risk-free measures may theoretically be used to price a derivative, it is likely that each of them will give a different price. In theory, however, only one of these risk-free measures would be compatible with the market prices of volatility-dependent options (for example, European calls, or more explicitly, variance swaps). Hence we could add a volatility-dependent asset; by doing so, we add an additional constraint, and thus choose a single risk-free measure which is compatible with the market. This measure may be used for pricing.