Title: Market delay and volatility uncertainty.

Abstract: We study super-replication of contingent claims in markets with delay. 

This can be viewed as a stochastic target problem with delayed filtration. 

First, we establish a duality result for this setup. Our second result says that the scaling limit of super–replication prices for binomial models with a 

fixed number moments of delay H is equal to the G–expectation with volatility uncertainty interval  which we find explicitly.