Acciaio, Beatrice; Mathias Beiglb\"ock; Penkner, Friedrich - arXiv.org - 2013
We propose a Fundamental Theorem of Asset Pricing and a Super-Replication Theorem in a model-independent framework. We prove these theorems in the setting of finite, discrete time and a market consisting of a risky asset S as well as options written on this risky asset. As a technical condition,...