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Model-Independent Superhedging Under Portfolio Constraints

https://doi.org/10.2139/ssrn.2394515
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The 27 checked references that resolve
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Robust pricing and hedging of double no-touch options
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Hedging Contingent Claims with Constrained Portfolios
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Robust Hedging with Proportional Transaction Costs
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Variational Methods in Partially Ordered Spaces
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AUTOMATED OPTION PRICING: NUMERICAL METHODS
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Robust hedging of the lookback option
resolves10.1016/j.insmatheco.2005.05.010
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ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS
resolves10.1007/bf00532047
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resolves10.2307/1969615
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The 4 references without a DOI — listed, not checked
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no DOI — not checkedPricing with a smile
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