Before revision:  In this paper we consider markets modeled by It\^o-L\'evy processes , and in the first part we give a new proof of the above result in this setting, based on the maximum principle in stochastic control theory .
After revision:  In this paper we consider markets modeled by It\^o-L\'evy processes . In the first part we give a new proof of the above result in this setting, based on the maximum principle in stochastic control theory .