F. P. Berrier and M. R. Tehranchi, Forward utility of investment and consumption, 2011.

T. Bjork, Equilibrium theory in continuous time, 2012.

J. C. Cox, J. C. Ingersoll, and S. A. Ross, A Theory of the Term Structure of Interest Rates, Econometrica, vol.53, issue.2, pp.385-403, 1985.
DOI : 10.2307/1911242

H. A. Mark and . Davis, Option pricing in incomplete markets, Mathematics of Derivative Securities, pp.216-226, 1998.

E. Platen and D. Heath, A benchmark approach to quantitative finance, 2006.
DOI : 10.1007/978-3-540-47856-0

D. Filipovic and E. Platen, CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH, Mathematical Finance, vol.16, issue.1, pp.41-52, 2009.
DOI : 10.1111/j.1467-9965.2008.00356.x

C. Gollier, An evaluation of sten's report on the economics of climate change, 2006.

C. Gollier, Comment intégrer le risque dans le calcul économique? Revue d'économie politique, pp.209-223, 2007.
DOI : 10.3917/redp.172.0209
URL : http://www.cairn.info/load_pdf.php?ID_ARTICLE=REDP_172_0209

C. Gollier, The consumption-based determinants of the term structure of discount rates, Mathematics and Financial Economics, vol.91, issue.1, pp.81-101, 2007.
DOI : 10.1007/s11579-007-0004-0

C. Gollier, Ecological discounting. IDEI Working Papers 524, Institut d'Économie Industrielle (IDEI), 2009.
DOI : 10.1016/j.jet.2009.10.001
URL : http://are.berkeley.edu/courses/ARE263/fall2008/paper/Discounting/Gollier_ecologicaldiscount3.pdf

C. Gollier, Expected net present value, expected net future value, and the Ramsey rule, Journal of Environmental Economics and Management, vol.59, issue.2, 2009.
DOI : 10.1016/j.jeem.2009.11.003

C. Gollier, Managing long-term risks, 2009.

C. Gollier, Should we discount the far-distant future at its lowest possible rate? Economics: the Open Access, Journal, vol.3, 2009.

D. Heath, R. Jarrow, and A. Morton, BOND PRICING AND THE TERM STRUCTURE OF INTEREST RATES: A NEW METHODOLOGY FOR CONTINGENT CLAIMS VALUATION, Econometrica, vol.60, issue.1, pp.77-105, 1998.
DOI : 10.1142/9789812819222_0013

H. Kunita, Stochastic flows and stochastic differential equations, volume 24 of Cambridge Studies in Advanced Mathematics, 1997.

S. E. Shreve, I. Karatzas, J. P. Lehoczky, and G. L. Xu, Martingale and duality methods for utility maximization in an incomplete market, SIAM J. Control Optim, vol.29, issue.3, pp.702-730, 1991.

N. Karoui, Les Aspects Probabilistes Du Controle Stochastique, Ninth Saint Flour Probability Summer School?1979 (Saint Flour, pp.73-238, 1979.
DOI : 10.1007/BFb0097499

N. Karoui and M. Mrad, Mixture of consistent stochastic utilities, and a priori randomness, 2010.

N. Karoui and M. Mrad, Stochastic utilities with a given optimal portfolio : approach by stochastic flows, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00477380

N. Karoui and M. Mrad, An exact connection between two solvable sdes and a non linear utility stochastic pdes, SIAM Journal on Financial Mathematics, vol.4, issue.1, pp.697-736, 2013.

N. Karoui, M. Mrad, and C. Hillairet, Affine long term yield curves: An application of the Ramsey rule with progressive utility, Journal of Financial Engineering, vol.01, issue.01, 2014.
DOI : 10.1142/S2345768614500032

D. Kramkov and W. Schachermayer, Necessary and sufficient conditions in the problem of optimal investment in incomplete markets, Annals of Applied Probability, vol.13, issue.4, pp.1504-1516, 2003.

F. Lecocq and J. Hourcade, Le taux d???actualisation contre le principe de pr??caution?, L'Actualit?? ??conomique, vol.80, issue.1
DOI : 10.7202/010753ar

M. Chesney, M. Jeanblanc, and M. Yor, Mathematical Methods for Financial Markets, 2004.
URL : https://hal.archives-ouvertes.fr/hal-00426898

M. Mania and R. Tevzadze, Backward stochastic pdes related to the utility maximization problem, Georg. Math.J

M. Musiela and T. Zariphopoulou, Stochastic Partial Differential Equations and Portfolio Choice, 2007.
DOI : 10.1007/978-3-642-03479-4_11

M. Musiela and T. Zariphopoulou, Portfolio choice under dynamic investment performance criteria, Quantitative Finance, vol.31, issue.2, pp.161-170, 2009.
DOI : 10.1007/BF00933093

M. Musiela and T. Zariphopoulou, Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model, Advances in mathematical finance, pp.303-334, 2007.
DOI : 10.1007/978-0-8176-4545-8_16

N. Englezos and I. Karatzas, Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs, SIAM Journal on Control and Optimization, vol.48, issue.2, pp.481-520, 2009.
DOI : 10.1137/070686998

A. Frachot, N. Elkaroui, and H. Geman, On the behavior of long zero coupon rates in a no arbitrage framework, Review of derivatives research, vol.1, pp.351-369, 1997.

P. E. Protter, Stochastic integration and differential equations, volume 21 of Stochastic Modelling and Applied Probability, 2005.

J. E. Ingersol, P. H. Dybvig, and S. A. Ross, Longfforward and zero-coupon rates can never fall, Journal of Business, vol.69, pp.1-25, 1996.

R. A. Carmona and D. Nualart, Nonlinear stochastic integrators, equations and flows, volume 6 of Stochastics Monographs, 1990.

F. P. Ramsey, A Mathematical Theory of Saving, The Economic Journal, vol.38, issue.152, pp.543-559, 1928.
DOI : 10.2307/2224098

L. C. Rogers, A mathematical theory of savingsduality in constrained optimal investment and consumption problems: A synthesis. Working paper, 2003.

W. Schachermayer, A super-martingale property of the optimal portfolio process, Finance and Stochastics, vol.7, issue.4, pp.433-456, 2003.
DOI : 10.1007/s007800200096

A. D. Ventzel, On equations of the theory of conditional markov

L. Martin and . Weitzman, Why the far-distant future should be discounted at its lowest possible rate, Journal of Environmental Economics and Management, vol.36, issue.3, pp.201-208, 1998.

L. Martin and . Weitzman, A review of the the stern review on the economics of climate change, Journal of Economic Litterature, vol.45, pp.703-724, 2007.