A pointwise bipolar theorem
classification
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keywords
bipolardualitypointwisetheoremapplicationsassumptionborelconvex
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We provide a pointwise bipolar theorem for liminf-closed convex sets of positive Borel measurable functions on a sigma-compact metric space without the assumption that the polar is a tight set of measures. As applications we derive a version of the transport duality under non-tight marginals, and a superhedging duality for semistatic hedging in discrete time.
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