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On the robust superhedging of measurable claims

   
@article{ECP2739,
	author = {Dylan Possamaï and Guillaume Royer and Nizar Touzi},
	title = {On the robust superhedging of measurable claims},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Robust hedging ; quasi-sure stochastic analysis.},
	abstract = {
The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by van Handel, Neufeld, and Nutz. We show that the dual formulation of this problem is valid in a context suitable for martingale optimal transportation or, more generally, for optimal transportation under controlled stochastic dynamics. 
},
	pages = {no. 95, 1-13},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2739},    
        url = {http://ecp.ejpecp.org/article/view/2739}}