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20192026
most citedA neural network-based framework for financial model calibration

66 citations · 77 across the 21 of their papers we have counts for

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q-fin.PR2024

Consistent asset modelling with random coefficients and switches between regimes

Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stoc…