Robust Mean-Variance Hedging via G-Expectation
  In this paper we study mean-variance hedging under the G-expectation framework. Our analysis is carried out by exploiting the G-martingale representation theorem and the related probabilistic tools, in a contin- uous financial market with two assets, where the discounted risky one is modeled as a symmetric G-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. 
Francesca Biagini, Jacopo Mancin and Thilo Meyer Brandis
q-fin.MF