Before revision:  An advantage with our approach is that it also gives\emph{ [  an explicit relation between the optimal portfolio \varphi^* and the optimal measure Q^* , in terms of backward stochastic differential equations .
After revision:  An advantage with our approach is that it also gives\emph{ [ an explicit relation between the optimal portfolio \varphi^* and the optimal measure Q^* . We also obtain that the existence of an optimal scenario is equivalent to the replicability of a related T-claim .