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Paper Citation Record · LEDGER

Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures

As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2111.07844.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2111.07844 v3

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 3 of 3 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 3 of 3 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-07T14:57:47.505178Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-07-02T07:26:45.967891Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 214dcf70-5ee9-4d90-a23d-6a2467e254e4 · inbound

Risk-Averse Reinforcement Learning with Itakura-Saito Loss cites this paper.

Risk-Averse Reinforcement Learning with Itakura-Saito Loss Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures

Reference 11

Resolution
unresolved
no resolver link, observed 2026-08-07T14:57:47.505178Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-07T14:57:47.505178Z digest=sha256:53249ba946bfac8f15cecc5ef6470651cf8c865ee482db58c2fb335fb1415185

Observation c76b4497-4598-41d4-8076-9d8b8f03c3d9 · inbound

Learning with Expected Signatures: Theory and Applications cites this paper.

Learning with Expected Signatures: Theory and Applications Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures

Reference 2

Resolution
unresolved
no resolver link, observed 2026-08-07T14:07:07.500432Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-07T14:07:07.500432Z digest=sha256:05b606ba1c390d63b26b97d7b5e6cdcbd4754e4ac73ac7298f0a9fdc74f9a13d

Observation e5558412-712a-4ce7-98f5-a3e31ebe1b69 · inbound

Generating Financial Time Series by Matching Random Convolutional Features cites this paper.

Generating Financial Time Series by Matching Random Convolutional Features Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures

Reference 6

Resolution
verified exact
arxiv_id, observed 2026-07-02T07:26:45.969367Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=arxiv_source observed=2026-06-28T06:56:06.376335Z digest=sha256:8cb6f0cb0b8bfb5decf901ca29017057f3f35bcc7d2019f86ab1768855a173b7