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20202026
most citedSystemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach

11 citations · 11 across the 4 of their papers we have counts for

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stat.AP2026

Neural Networks Learning the Radon--Nikodym Derivative: Empirical Option Pricing in Incomplete Markets

Ziyuan Zhang, Kiseop Lee

In incomplete markets, no-arbitrage (NFLVR) guarantees the existence, not the uniqueness, of an equivalent local martingale measure (ELMM): unhedgeable risks (jumps, stochastic vol…