We unify and establish equivalence between the pathwise and the quasi-sure approaches to robust modelling of financial markets in finite discrete time. In particular, we prove a fundamental theorem of asset pricing and a superhedging theorem which encompass the formulations of Bouchard and Nutz [12] and Burzoni et al. [13]. In bringing the two streams of literature together, we examine and compare their many different notions of arbitrage. We also clarify the relation between robust and classical ℙ-specific results. Furthermore, we prove when a superhedging property with respect to the set of martingale measures supported on a set \(\Omega \) of paths may be extended to a pathwise superhedging on \(\Omega \) without changing the superhedging price.

我们统一并建立了有限离散时间内金融市场稳健建模的路径方法和准确定方法之间的等效性。特别是，我们证明了资产定价的基本定理和超套期保值定理，其中包含 Bouchard 和 Nutz [12] 以及 Burzoni 等人的公式。[13]。在将两种文学流结合在一起时，我们检查并比较了它们的许多不同的套利概念。我们还阐明了鲁棒性和经典 ℙ 特定结果之间的关系。此外，我们证明，当相对于一个superhedging属性的组支持的一组鞅措施\（\欧米茄\）的路径可以被扩展到pathwise superhedging上\（\欧米茄\）而不改变superhedging价格。