<Para ID="Par1">We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear...</para>

We consider one of the basic results of functional analysis, the classical theorem of Hahn-Banach. This theorem gives the existence of a continuous linear functional on a given normed vectorspace extending a given continuous linear functional on a subspace with the same norm. In this paper we...

We consider one of the basic results of functional analysis, the classical theorem of Hahn-Banach. This theorem gives the existence of a continuous linear functional on a given normed vectorspace extending a given continuous linear functional on a subspace with the same norm. In this paper we...