H. Mete Soner, Nizar Touzi. Superreplication Under Gamma Constraints. SIAM J. Control and Optimization, 39(1):73-96, 2000. [doi]
@article{SonerT00, title = {Superreplication Under Gamma Constraints}, author = {H. Mete Soner and Nizar Touzi}, year = {2000}, doi = {10.1137/S0363012998348991}, url = {http://dx.doi.org/10.1137/S0363012998348991}, tags = {constraints}, researchr = {https://researchr.org/publication/SonerT00}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {39}, number = {1}, pages = {73-96}, }