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20242026
most citedDeep learning for quadratic hedging in incomplete jump market

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

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q-fin.RM2026

Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework

Nacira Agram, Jan Rems, Emanuela Rosazza Gianin

We study optimal stopping under dynamic risk measures with simultaneous ambiguity in the probability model and the discount rate. We introduce a paired ambiguity framework combinin…