@article{GMJ_2004__11_1_55559,
     author = {Mania, M. and Santacroce, M. and Tevzadze, R.},
     title = {The {Bellman} equation related to the minimal entropy martingale measure.},
     journal = {Georgian mathematical journal},
     pages = {125--135},
     year = {2004},
     volume = {11},
     number = {1},
     zbl = {1163.91416},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/GMJ_2004__11_1_55559/}
}