static superhedge, i.e. a buy-and-hold strategy generating an affine-linear payoffs. We study whether a superhedge can be … which require the same initial capital. In a model with stochastic jumps, it is always ither a dynamic or a static strategy … the strategy will never contain an investment in the money market account. On the other hand, when interest rates are …

including stochastic volatility models. A robust hedging strategy avoids any losses as long as thec realised volatility stays …