We establish the duality-formula for the superreplication price in a setting of volatility uncertainty which includes the example of "random $G$-expectation". In contrast to previous results, the contingent claim is not assumed to be quasi-continuous.
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机译：我们在波动性不确定性的情况下建立了超级复制价格的对偶公式，其中包括“随机$ G $-期望”的例子。与以前的结果相反，该或有索赔不被认为是准连续的。
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