We consider statistical estimation of superhedging prices using historical stock returns in a frictionless market with $d$ traded assets. introduce plug-in estimator based on empirical measures and show it is consistent but lacks suitable robustness. To address this, we propose novel estimators which use larger set martingale defined through tradeoff between the radius Wasserstein balls around ...

Ignoring two main characteristics of the concentration-response data, correlation between observations and presence of outliers, may lead to misleading results. Therefore the special method should be considered. In this paper in to examine the effect of phenylephrine in rat Corpus cavernosum, outlier robust nonlinear mixed estimation is used. in this study, eight different doses of phenylephrin...