, defined-contribution pension plans, life-insurance, uncertain volatility, conservative pricing, robust hedging, model … robust hedging strategy, including the defi- nition of the cost process for imperfect hedges … Section 5 considers conserva- tive contract specifications arising from dynamic robust hedging strategies. The cost process of …

This paper analyzes tractable robust hedging strategies in diffusion-type models including stochastic volatility models …. A robust hedging strategy avoids any losses as long as volatility stays within a given interval. It does not depend on …

This paper provides a theoretical and numerical analysis of robust hedging strategies in diffusion?type models … including stochastic volatility models. A robust hedging strategy avoids any losses as long as the realised volatility stays …