Fausto Gozzi, Tiziano Vargiolu. Superreplication of European multiasset derivatives with bounded stochastic volatility. Math. Meth. of OR, 55(1):69-91, 2002. [doi]
@article{GozziV02,
title = {Superreplication of European multiasset derivatives with bounded stochastic volatility},
author = {Fausto Gozzi and Tiziano Vargiolu},
year = {2002},
doi = {10.1007/s001860200172},
url = {http://dx.doi.org/10.1007/s001860200172},
researchr = {https://researchr.org/publication/GozziV02},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {55},
number = {1},
pages = {69-91},
}