A semimartingale BSDE related to the minimal entropy martingale measure. - Michael Mania; Marina Santacroce; Revaz Tevzadze (Finance Stochastics, 2003)

A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow. - Michael Mania; Revaz Tevzadze (SIAM J. Control. Optim., 2003)

Mean-Variance Hedging Under Partial Information. - Michael Mania; Revaz Tevzadze; Teimuraz Toronjadze (SIAM J. Control. Optim., 2008)

Exponential utility maximization under partial information. - Michael Mania; Marina Santacroce (Finance Stochastics, 2010)

On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions. - Michael Mania; Revaz Tevzadze (SIAM J. Financial Math., 2017)