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For each period \\(n=1,\\ldots, N\\), an investors invests amounts \\(M_n\\in R^d\\) on \\(d\\) asset in a market, and \\(x_n\\in R^d\\) is the vector of price changes for period \\(n\\). Then the capital of the investor changes according to the rules: \\(K_0=\\alpha\\), \\(K_n=K_{n-1}+x_nM_n\\) where \\(\\alpha\\) is the initial capital.  By considering a game in discrete time, the pricing problem is reduced to a backward induction of an optimization over simplexes. The authors consider this problems for payoff functions possessing the property submodularity or supermodularity, i. e. functions \\(f:2^X\\rightarrow R\\) for which \\(f(U\\cap V)+f(U\\cup V)\\leq f(U)+F(V)\\) or  \\(f(U\\cap V)+f(U\\cup V)\\geq f(U)+F(V)\\) correspondingly. For European options with payoff functions satisfying submodularity or supermodularity, this optimization is solved in closed form by using the Lov\u00e1sz extension and the upper and lower hedging prices can be calculated efficiently. The asymptotic behavior as \\(n\\rightarrow \\infty\\) is also studied. The upper and lower hedging prices of European options converge to the solutions of the Black-Scholes-Barenblatt equations. 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