We develop the fundamental theorem of asset pricing in a probability-

free infinite-dimensional setup. We replace the usual assumption of a

prior probability by a certain continuity property in the state variable.

Probabilities enter then endogenously as full support martingale measures (instead of equivalent martingale measures). A variant of the

Harrison-Kreps-Theorem on viability and no arbitrage is shown. Finally, we show how to embed the superhedging problem in a classical

infinite-dimensional linear programming problem.