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researcher

Jan Rems

7 papers hereh-index 213 citations8 works total

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

author position
  • middle author2
  • last author5

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • eess.SY1
  • math.NA1
  • math.OC1
  • q-fin.RM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20242026
most citedDeep learning for quadratic hedging in incomplete jump market

3 citations · 3 across the 4 of their papers we have counts for

collaborators
Showing 2026 · math.NAShow all

1 paper · 2 filters

math.NA2026

NeSTR: Neural S-Transform Reconstruction for Gaussian SPDEs

Nacira Agram, Fred Espen Benth, Jan Rems

We introduce Neural S-Transform Reconstruction (NeSTR) for Gaussian stochastic partial differential equations (SPDEs). The learned object is not the random solution itself, but i…

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