论文标题
超级培训的超级复制价格在离散时间内
Super-replication prices with multiple-priors in discrete time
论文作者
论文摘要
在Bouchard and Nutz（2015）的无摩擦离散时间金融市场中，我们提出了准确的超级复制价格的全面表征：作为Mono-Prior超级复制价格的最高措施，通过极端的先验和Martingale措施。
In the frictionless discrete time financial market of Bouchard and Nutz (2015), we propose a full characterization of the quasi-sure super-replication price: as the supremum of the mono-prior super-replication prices, through an extreme prior and through martingale measures.
