Before revision: In this paper, we focus on model-free pricing and robust hedging of options depending on the local time when one or more marginals of the underlying price process are known.
After revision: In this paper, we provide some results on Skorokhod embedding with local time and its applications to the robust hedging problem in finance. First we investigate the robust hedging of options depending on the local time when one or more marginals of the underlying price process are known.