Before revision:  Using the PDE characterization of Cetin, Soner and Touzi [2010] , of the super-hedging cost of an option written on such a stock, we provide a Taylor expansion of the super-hedging cost in powers of \epsilon .
After revision:  Using the PDE characterization of Cetin, Soner and Touzi [2010] , of the super-hedging cost of an option written on such a stock, we provide a Taylor expansion of the super-hedging cost in powers of \epsilon .