A unified framework for robust modelling of financial markets in discrete time
统一了路径法和拟必然法两种金融市场稳健建模方法，证明了资产定价基本定理和超对冲定理，澄清了不同套利概念间的关系，并探讨了超对冲性质从鞅测度集到路径的扩展条件。
Abstract We unify and establish equivalence between the pathwise and the quasi-sure approaches to robust modelling of financial markets in finite discrete time. In particular, we prove a fundamental theorem of asset pricing and a superhedging theorem which encompass the formulations of Bouchard and Nutz [12] and Burzoni et al. [13]. In bringing the two streams of literature together, we examine and compare their many different notions of arbitrage. We also clarify the relation between robust and classical ℙ-specific results. Furthermore, we prove when a superhedging property with respect to the set of martingale measures supported on a set $\Omega $ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>Ω</mml:mi> </mml:math> of paths may be extended to a pathwise superhedging on $\Omega $ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>Ω</mml:mi> </mml:math> without changing the superhedging price.