Before revision: We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial information flow ( _t)_{t\geq0\subseteq(} _t)_{t\geq0 . For any utility function,
After revision: We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial information flow ( \subseteq(} _t)_{t\geq0 . For any utility function,