Paper Citation Record · LEDGER

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions

As of 9 August 2026, this Paper Citation Record lists 35 of 35 outbound references and 0 inbound Pith citation observations for arXiv:2607.25258.

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

pith.paper-citation-record.v1
2607.25258 v1

Coverage vector

measured 35 of 35 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-01T03:00:46.615293Z

measured 35 of 35 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

35 of 35 outbound references displayed

verified exact0
verified fuzzy0
unresolved35
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation db5b2150-fc36-44be-91c7-54fcc6ed7524 · outbound

This paper cites and Chriss, N.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Chriss, N

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.516767Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f3a71383-95fa-45fd-bfde-a2f2fd291401 · outbound

This paper cites and Lehdili, N.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Lehdili, N

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.520389Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2422d95d-093e-4dcb-8574-76078ea8f086 · outbound

This paper cites and Cr\'epey, S.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Cr\'epey, S

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.524765Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 295fe0e1-bfbb-4b22-9404-b6479b223b00 · outbound

This paper cites and Scholes, M.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Scholes, M

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.527988Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8c9f1839-6598-494d-8e8e-9fa957992aa6 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.531123Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c0ffd2b7-dff9-42cc-830b-e5f6271e89b1 · outbound

This paper cites Deep Bellman Hedging.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Deep Bellman Hedging

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.533967Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9cec0fbb-aaf1-4175-af2a-479552e21a5e · outbound

This paper cites and Kjaer, M.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Kjaer, M

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.537342Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5bf2966f-ef7b-4388-8fdb-874961b686eb · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.540050Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 395d653c-ef73-42b3-8c07-7416dee18614 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.542990Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a24610c9-0501-4354-b6c8-06ba11edac90 · outbound

This paper cites Deep Hedging with Options Using the Implied Volatility Surface.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Deep Hedging with Options Using the Implied Volatility Surface

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.545597Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a4222c38-169f-44a0-b6d1-73f6675a9878 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.548891Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1bb2b29b-606d-4ff9-9056-d991a9106976 · outbound

This paper cites and Xu, X.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Xu, X

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.551482Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ff2c183e-1bfb-4b5f-a2e6-d0ac082e9ff8 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.554106Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fc45d598-1e36-46ef-89e7-5d0279187241 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.556618Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8fba1f16-b172-4b4f-adec-5bd669056ff8 · outbound

This paper cites The Efficient Hedging Frontier with Deep Neural Networks.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions The Efficient Hedging Frontier with Deep Neural Networks

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.559243Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6d12784f-adc9-469e-a425-288e3350824d · outbound

This paper cites MVA: Initial Margin Valuation Adjustment by Replication and Regression.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions MVA: Initial Margin Valuation Adjustment by Replication and Regression

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.562157Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fe9e895e-a8fb-4765-8533-d76c1b552f9c · outbound

This paper cites and Nakagawa, K.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Nakagawa, K

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.565440Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c1e52f8d-b060-4d5d-af5a-28223a836a5b · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.568027Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b2dc7df3-a516-460c-8f00-7562f403df6b · outbound

This paper cites and Lawryshyn, Y.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Lawryshyn, Y

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.570768Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d17b734b-37e5-4b2a-805e-aa71db858ea0 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.573418Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 846f416f-c0df-48ca-978a-3e14a01ddbb6 · outbound

This paper cites and Hirano, M.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions and Hirano, M

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.576425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8cd80e5c-7d46-4ce9-af68-21349935f2af · outbound

This paper cites S., Forsyth, P.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions S., Forsyth, P

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.579130Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e866194c-73dc-44c7-9416-dc605ddb25cf · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.581729Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fd98d1ec-85df-474d-9a4c-96988c6b2d81 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.584263Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 69ac293a-0ede-47c3-b7fe-406996194d61 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.587067Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 899d66f5-ec44-4c14-aa83-d9b0b916c401 · outbound

This paper cites Fast Deep Hedging with Second-Order Optimization.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Fast Deep Hedging with Second-Order Optimization

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.589701Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b8de9a38-aa57-4eb4-8b6e-aa6a77d65640 · outbound

This paper cites Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.592908Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5d57e94c-2221-446e-ba83-3e9cfc8c8f2f · outbound

This paper cites Deep Hedging with Market Impact.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Deep Hedging with Market Impact

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.595873Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 37f6eea4-d6ed-41cc-a9a4-b4dd5cabb670 · outbound

This paper cites Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.598869Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 96f37f80-5ff1-421a-8f7b-010937c41a9d · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.601759Z

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Observation 8df10ec8-247d-40e4-a4f9-de81e43ef2e0 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 31

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.604652Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7ba251fc-04a3-4911-baac-f3b40eb766b1 · outbound

This paper cites Robust Hedging Valuation Adjustment under Liquidity--Demand Stress.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Robust Hedging Valuation Adjustment under Liquidity--Demand Stress

Reference 32

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.607227Z

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Observation 3226b284-8725-49bc-88ec-49d16d04d975 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 33

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.609906Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1a34ce70-a2b2-4299-a3e1-ae9479306404 · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.612575Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 004fea17-5469-43aa-95b2-05f35209660b · outbound

This paper cites an unresolved cited work.

Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions Unresolved cited work

Reference 35

Resolution: unresolved; no resolver link, observed 2026-08-01T03:00:46.615293Z

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Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.