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Applied Mathematical Finance Volume 30, 2023 - Issue 3
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Articles

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]
ORCID Iconhttps://orcid.org/0000-0002-0193-0993View further author information
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Pages 153-174 | Received 18 Apr 2023, Accepted 27 Dec 2023, Published online: 29 Jan 2024

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