The multi-dimensional super-replication problem under gamma constraints

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Option pricing with linear market impact and nonlinear Black–Scholes equations (2018, unknown): “This formulation is similar to the one of Soner and Touzi [32, 34] of stochastic target problems, or to the formulation of backward stochastic differential equations of [9].”
Martingale Representation Theorem for the G-Expectation (2010, methodology): “This theory is developed in [1,2,18] as a generalization of BSDEs as initially introduced in [7,14].”
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs (2005, unknown): “§Oxford University, Oxford, England, victoir@gmail.com.”
Dual Formulation of Second Order Target Problems (2010, unknown): “The problem of superhedging under Gamma constraint as introduced in [17], [5], and [18], corresponds to the specification Hs(y, z, γ) = H(γ) = 12σ 2γ for γ ∈ [−Γ,Γ], and +∞ otherwise.”