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Jan Rems
Observed name:
Rems, Jan
Institution:
University of Ljubljana
Observed institution:
University of Ljubljana
ORCID:
0009-0007-1872-6669
Observed ORCID:
0009-0007-1872-6669
OpenAlex ID:
A5000644457
Deep learning for quadratic hedging in incomplete jump market
2024
·
Nacira Agram
, Bernt Øksendal
, et al.
·
Digital Finance
·
6
PDF
Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs
2026
·
Nacira Agram
, Ihsan Arharas
, et al.
·
SIAM Journal on Financial Mathematics
·
2
PDF
Deep learning for conditional McKean–Vlasov jump diffusions
2025
·
Nacira Agram
, Jan Rems
·
Systems & Control Letters
·
2
SIG-BSDE for Dynamic Risk Measures
2024
·
Agram, Nacira
, Rems, Jan
, et al.
·
arXiv (Cornell University)
·
1
PDF
Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework
2026
·
Agram, Nacira
, Rems, Jan
, et al.
·
arXiv (Cornell University)
PDF
NeSTR: Neural S-Transform Reconstruction for Gaussian SPDEs
2026
·
Agram, Nacira
, Benth, Fred Espen
, et al.
·
arXiv (Cornell University)
PDF
A deep learning approach to renewable capacity installation under jump uncertainty
2026
·
Nacira Agram
, Fred Espen Benth
, et al.
·
Mathematics and Computers in Simulation
PDF
A cylindrical neural approximation theorem for conditional laws of McKean–Vlasov equations with common noise
2026
·
Nacira Agram
, Reda Hmioui
, et al.
·
SSRN Electronic Journal
Deep Learning for Mean-Field Systems with Common Noise
2024
·
Nacira Agram
, Jan Rems
·
SSRN Electronic Journal
Gaussove mere na Hilbertovih prostorih : delo diplomskega seminarja
2019
·
Jan Rems
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Works count:
12
Citation count:
11
H-index:
2
I10-index:
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