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110: ...forementioned solver, starting from a discretized version of the FBSDE and parametrizing the (high dimensio...
243: ... new approaches to pose and solve time consistent versions of risk-aware RL problems with applications to f...
525: ''Title:'' Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading [https://yout...
527: ... between optimal transport theory and the dynamic version of the Kyle model, including new characterization...
617: ...del the impact of margin constraints and default aversion on optimal hedging of bitcoin spot price volatili...
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