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In a model free discrete time financial market, we prove the superhedging duality theorem, where trading is allowed with dynamic and semi-static strategies.
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Galichon A., Henry-Labordère P., Touzi N., A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options, Ann. Appl. Prob
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Bouchard B., Nutz M., Arbitrage and Duality in Nondominated Discrete-Time Models, Ann. Appl. Prob
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Tan X., Touzi N., Optimal Transportation under Controlled Stochastic Dynamics, Ann. Prob
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Dolinsky Y., Soner H. M., Robust hedging with proportional transaction costs, Fin. Stoch
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Burzoni M., Frittelli M.,Maggis M., Universal Arbitrage Aggregator in discrete time Markets under Uncertainty, Fin. Stoch
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