Before revision: We consider as given a discrete time financial market with a risky asset and options written on that asset and determine the sub-hedging price of an American option in the model independent framework of ArXiv: 1301.5568.
After revision: We consider as given a discrete time financial market with a risky asset and options written on that asset and determine both the sub- and super-hedging prices of an American option in the model independent framework of ArXiv: 1301.5568.