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20192024
most citedCalibrating Local Volatility Models with Stochastic Drift and Diffusion

5 citations · 14 across the 12 of their papers we have counts for

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q-fin.CP2019

Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning

Bernhard Hientzsch

In this introductory paper, we discuss how quantitative finance problems under some common risk factor dynamics for some common instruments and approaches can be formulated as time…