Before revision:  We use results of Hou \& Ob\l\'oj \mbox{%DIFAUXCMD ho_beliefs on robust approach with beliefs to establish the pricing--hedging duality for an informed agent.
After revision:  We use results of Hou Ob\l\'oj \mbox{%DIFAUXCMD ho_beliefs on robust approach with beliefs to establish the pricing--hedging duality for an informed agent.