Before revision:  We consider a financial market consists of a riskless asset and a risky stock with price process modelled by a geometric generalized G-Brownian motion, which features the drift uncertainty and volatility uncertainty of the stock price process.
After revision:  We consider a financial market consisting of a riskless asset and a risky stock with price process modelled by a geometric generalized G-Brownian motion, which features the drift uncertainty and volatility uncertainty of the stock price process.