  We develop the fundamental theorem of asset pricing in a probability-free
infinite-dimensional setup. We replace the usual assumption of a prior
probability by a certain continuity property in the state variable.
Probabilities enter then endogenously as full support martingale measures
(instead of equivalent martingale measures). A variant of the
Harrison-Kreps-Theorem on viability and no arbitrage is shown. Finally, we show
how to embed the superhedging problem in a classical infinite-dimensional
linear programming problem.
