Superreplication of European multiasset derivatives with bounded stochastic volatility

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},
}