Erratum: The Robust Superreplication Problem: A Dynamic Approach

Laurence Carassus, Jan Oblój, Johannes Wiesel

Abstract: The assertions of Proposition 3.7 in our paper “The robust superreplication problem: A dynamic approach” [L. Carassus, J. Obłój, and J. Wiesel, SIAM J. Financial Math., 10 (2019), pp. 907--941] may fail to hold without an additional assumption, which we detail in this erratum.