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Kevin Kurt

1 paper hereh-index 12 citations2 works total

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  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.CP1

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most citedRobust financial calibration: a Bayesian approach for neural SDEs

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.CP2026★ 2 cited

Robust financial calibration: a Bayesian approach for neural SDEs

Christa Cuchiero, Eva Flonner, Kevin Kurt

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global u…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.