Abstract
In a model-free discrete time financial market, we prove the superhedging duality theorem, where trading is allowed with dynamic and semistatic strategies. We also show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path
Citation
Matteo Burzoni. Marco Frittelli. Marco Maggis. "Model-free superhedging duality." Ann. Appl. Probab. 27 (3) 1452 - 1477, June 2017. https://doi.org/10.1214/16-AAP1235
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