Considering the price of a discontinuous jump, that is,when the stock price follows the jump diffusion process,in order to pursue the highest income or the lowest risk of a certain level of income in a certain degree of risk, when the stochastic volatilitys obey to the Ito process, the robust dynamic hedging problem with stochastic volatility is studied. By applying the stochastic differential game theory and HJBI equation, the optimal hedging strategy according to expression is obtained.