Global Structure and Local Specifications in Sublinear Valuation

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Highly relevant for theoretical foundations of robust finance, superhedging prices, and dynamic risk measures. It provides a rigorous link between local market characteristics (generators) and global valuation rules, which is crucial for model-independent pricing and risk management.

Extremely high. The paper deals with advanced concepts in stochastic analysis, viscosity solutions, and nonlinear semigroups. Direct implementation requires solving nonlinear PDEs or simulating generalized martingale problems, which is computationally intensive and mathematically complex.

The paper is purely theoretical with complete mathematical proofs provided in the main text and supplementary material. All definitions, assumptions, and theorems are rigorously stated.