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Applied Mathematical Finance Volume 30, 2023 - Issue 3

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Robust Risk-Aware Option Hedging

David Wua Operations Research and Information Engineering, Cornell University, Ithaca, NY, USACorrespondence[email protected]
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Sebastian Jaimungalb Department of Statistical Sciences, University of Toronto, Toronto, ON, USA;c Oxford-Man Institute, University of Oxford, Oxford, UKCorrespondence[email protected]

https://orcid.org/0000-0002-0193-0993 View further author information

Pages 153-174 | Received 18 Apr 2023, Accepted 27 Dec 2023, Published online: 29 Jan 2024

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https://doi.org/10.1080/1350486X.2023.2301354
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