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Cognomen didn't always have feminine forms in the time period in which they were originally used. As such I don't think that Nero and Caesar had feminine forms in ancient times which were used as names. In modern times Caesar has feminine forms like the Italian Cesarina and the Polish Cezaryna and Cezaria(other languages have forms as well). I'm not aware of any feminine forms derived from Nero but perhaps someone else here does.

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