Lianjun Bai

JP Morgan

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Ambiguity-Averse Deep Hedging with Feature Clustering

Number of pages: 36 Posted: 19 Aug 2025

Adam C. Jones, Blanka Horvath, Christoph Reisinger, Christoph Reisinger, Ben Wood, Lianjun Bai and Amira Akkari

University of Oxford - Mathematical Institute, ETH Zürich - Department of Mathematics, University of Oxford - Oxford-Man Institute of Quantitative Finance, JP Morgan Chase, JP Morgan and JP Morgan

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