Geodesic
The Bellman equation related to the minimal entropy martingale measure.
Georgian Mathematical Journal, Tome 11 (2004) no. 1, pp. 125-135.

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Keywords: Minimal entropy martingale measure, backward stochastic differential equation, Bellman equation, incomplete market, stochastic volatility model 
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     title = {The {Bellman} equation related to the minimal entropy martingale measure.},
     journal = {Georgian Mathematical Journal},
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Mania, M.; Santacroce, M.; Tevzadze, R. The Bellman equation related to the minimal entropy martingale measure.. Georgian Mathematical Journal, Tome 11 (2004) no. 1, pp. 125-135. http://geodesic.mathdoc.fr/item/GMJ_2004__11_1_55559/