  Consider a financial market in which an agent trades with utility-induced
restrictions on wealth. By introducing a general convex-analytic framework
which includes the class of umbrella wedges in certain Riesz spaces and faces
of convex sets (consisting of probability measures), together with a duality
theory for polar wedges, we provide a representation of the super-replication
price of an unbounded (but sufficiently integrable) contingent claim that can
be dominated approximately by a zero-financed terminal wealth as the the
supremum of its discounted expectation under pricing measures which appear as
faces of a given set of separating probability measures. Central to our
investigation is the representation of a wedge $C_\Phi$ of utility-based
super-replicable contingent claims as the polar wedge of the set of finite
entropy separating measures. Our general approach shows, that those terminal
wealths need {\it not} necessarily stem from {\it admissible} trading
strategies only. The full two-sided polarity we achieve between measures and
contingent claims yields an economic justification for the use of the wedge
$C_\Phi$: the utility-based restrictions which this wedge imposes on terminal
wealth arise only from the investor's preferences to asymptotically large
negative wealth.
