  We solve the problem of super-hedging European or Asian options for
discrete-time financial market models where executable prices are uncertain.
The risky asset prices are not described by single-valued processes but
measurable selections of random sets that allows to consider a large variety of
models including bid-ask models with order books, but also models with a delay
in the execution of the orders. We provide a numerical procedure to compute the
infimum price under a weak no-arbitrage condition, the so-called AIP condition,
under which the prices of the non negative European options are non negative.
This condition is weaker than the existence of a risk-neutral martingale
measure but it is sufficient to numerically solve the super-hedging problem. We
illustrate our method by a numerical example.
