# Super‐replication with transaction costs under model uncertainty for continuous processes

@article{Chau2022SuperreplicationWT, title={Super‐replication with transaction costs under model uncertainty for continuous processes}, author={Huy N. Chau and Masaaki Fukasawa and Mikl{\'o}s R{\'a}sonyi}, journal={Mathematical Finance}, year={2022} }

We formulate a superhedging theorem in the presence of transaction costs and model uncertainty. Asset prices are assumed continuous and uncertainty is modelled in a parametric setting. Our proof relies on a new topological framework in which no Krein–Smulian type theorem is available.

## One Citation

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