Pathwise superreplication via Vovk's outer measure

Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel. Pathwise superreplication via Vovk's outer measure. Finance and Stochastics, 21(4):1141-1166, 2017. [doi]

Abstract

Abstract is missing.