  Optimal B-robust estimate is constructed for multidimensional parameter in
drift coefficient of diffusion type process with small noise. Optimal
mean-variance robust (optimal V -robust) trading strategy is find to hedge in
mean-variance sense the contingent claim in incomplete financial market with
arbitrary information structure and misspecified volatility of asset price,
which is modelled by multidimensional continuous semimartingale. Obtained
results are applied to stochastic volatility model, where the model of latent
volatility process contains unknown multidimensional parameter in drift
coefficient and small parameter in diffusion term.
