  We study the superreplication of contingent claims under model uncertainty in
discrete time. We show that optimal superreplicating strategies exist in a
general measure-theoretic setting; moreover, we characterize the minimal
superreplication price as the supremum over all continuous linear pricing
functionals on a suitable Banach space. The main ingredient is a closedness
result for the set of claims which can be superreplicated from zero capital;
its proof relies on medial limits.
