A UNIFIED FRAMEWORK TO ROBUST MODELLING OF FINANCIAL MARKETS IN DISCRETE TIME

We prove a Fundamental Theorem of Asset Pricing and a Superhedging Theorem in discrete time, which comprises the pathwise and quasisure formulation of [BN15] and [BFH+16]. Furthermore we explain how to extend a quasisure... [ view full abstract ]

We prove a Fundamental Theorem of Asset Pricing and a Superhedging Theorem in discrete time, which comprises the pathwise and quasisure formulation of [BN15] and [BFH+16]. Furthermore we explain how to extend a quasisure superhedging duality result on a set Ω to a pathwise duality without changing the superhedging price.