Finance without probabilistic prior assumptions

We develop the fundamental theorem of asset pricing in a probability-free infinite-dimensional setup. We replace the usual assumption of a prior probability by a certain continuity property in the state variable. Probabilities enter then endogenously as full support martingale measures (instead of equivalent martingale measures). A variant of the Harrison-Kreps-Theorem on viability and no arbitrage is shown. Finally, we show how to embed the superhedging problem in a classical infinite-dimensional linear programming problem. -- Probability-Free Finance ; Fundamental Theorem of Asset Pricing ; Full-Support Martingale Measure ; Superhedging ; Infinite-Dimensional Linear Programming