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Conjecture that the general robust market structure is not of class (S)
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…
Conjectureopenmeasurable-selection model-uncertainty robust-financearXiv posted 2 days ago

Conjecture that the general robust market structure is not of class (S)