Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A unified Framework for Robust Modelling of Financial Markets in
  discrete time   We unify and establish equivalence between the pathwise and the quasi-sure
approaches to robust modelling of financial markets in discrete time. In
particular, we prove a Fundamental Theorem of Asset Pricing and a Superhedging
Theorem, which encompass the formulations of [Bouchard, B., & Nutz, M. (2015).
Arbitrage and duality in nondominated discrete-time models. The Annals of
Applied Probability, 25(2), 823-859] and [Burzoni, M., Frittelli, M., Hou, Z.,
Maggis, M., & Obloj, J. (2019). Pointwise arbitrage pricing theory in discrete
time. Mathematics of Operations Research]. In bringing the two streams of
literature together, we also examine and relate their many different notions of
arbitrage. We also clarify the relation between robust and classical
$\mathbb{P}$-specific results. Furthermore, we prove when a superhedging
property w.r.t. the set of martingale measures supported on a set of paths
$\Omega$ may be extended to a pathwise superhedging on $\Omega$ without
changing the superhedging price.

16
The categories of this paper are: stat
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
26
The categories of this paper are: bayes-an
31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
4
The categories of this paper are: cond-mat
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
9
The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
37
The categories of this paper are: supr-con
23
The categories of this paper are: solv-int
15
The categories of this paper are: nucl-ex
0
The categories of this paper are: hep-ph