3 problems

Consider a finite-horizon robust discrete-time financial market with path space $\Omega=\widetilde\Omega^T$, node spaces $\Omega_t=\widetilde\Omega^t$, and prescribed convex sets o…

Let $\mathcal{A}$ be the admissible set of hedging strategies, let $\mathbf{\Theta}$ be the parameter space, let ${\mathcal Q}^{\varphi,{\boldsymbol \Psi}}_\nu$ be the family of pr…

Let $N\in\mathbb{N}$ and let $I:=I(N)=\left[\frac{a}{\sqrt N},\frac{b}{\sqrt N}\right]$. For regular enough payoffs, let $\mathbb V:=\mathbb V(N)$ denote the corresponding super-re…