• Corpus ID: 17158986

Robust mean-variance hedging in the single period model

@article{Tevzadze2009RobustMH,
  title={Robust mean-variance hedging in the single period model},
  author={Revaz Tevzadze and Tamaz Uzunashvili},
  journal={arXiv: Pricing of Securities},
  year={2009}
}
We give an explicit solution of robust mean-variance hedging problem in the single period model for some type of contingent claims. The alternative approach is also considered. 

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