We apply theoretical results of S. Peng on supersolutions for BS-DEs
to the problem of finding optimal superhedging strategies in a
Black-Scholes market under constraints. Constraints may be imposed
simultaneously on wealth process and portfolio. They may be nonconvex,
time-dependent, and random. Constraints on the portfolio may
e.g. be formulated in terms of the amount of money invested, the portfolio
proportion, or the number of shares held.