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A unified Framework for Robust Modelling of Financial Markets in discrete time. (arXiv:1808.06430v1 [q-fin.MF])

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We unify and establish equivalence between pathwise and quasi-sure approaches to robust modelling of financial markets in discrete time. In particular, we prove a Fundamental Theorem of Asset Pricing and a Superhedging Theorem which both encompass the formulations of [BN15] and [BFH+16]. Furthermore we explain how to extend an $\mathcal{M}$-quasi-sure superhedging duality result on a set $\Omega$ to a pathwise duality without changing the superhedging price.


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