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Jan Rems

2 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.TR1
same name
  • Jan Rems — 3 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedDeep learning for quadratic hedging in incomplete jump market

3 citations · 3 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2024

SIG-BSDE for Dynamic Risk Measures

Nacira Agram, Jan Rems, Emanuela Rosazza Gianin

In this paper, we consider dynamic risk measures induced by backward stochastic differential equations (BSDEs). We discuss different examples that come up in the literature, includ…

q-fin.TR2024★ 3 cited

Deep learning for quadratic hedging in incomplete jump market

Nacira Agram, Bernt Øksendal, Jan Rems

We propose a deep learning approach to study the minimal variance pricing and hedging problem in an incomplete jump diffusion market. It is based upon a rigorous stochastic calculu…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.