Robust mean-variance hedging via G-expectation

In this paper we study mean–variance hedging under the -expectation framework. Our analysis is carried out by exploiting the -martingale representation theorem and the related probabilistic tools, in a continuous financial market with two assets, where the discounted risky one is modeled as a symmetric -martingale. By tackling progressively larger classes of contingent claims, we are able to explicitly compute the optimal strategy under general assumptions on the form of the contingent claim