Before revision:  Moreover, in a model with two assets and constant correlation , we obtain a representation of the price as the value function of an auxiliary simpler optimization problem under a risk neutral probability, that can be viewed as a perturbation of the minimal entropy martingale measure.
After revision:  Moreover, in a model with two correlated assets, one traded and one nontraded , we obtain a representation of the price as the value function of an auxiliary simpler optimization problem under a risk neutral probability, that can be viewed as a perturbation of the minimal entropy martingale measure.