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We present a consistent neural network based calibration method for a number of volatility models-including the rough volatility family-that performs the calibration task within a few milliseconds for the full implied volatility surface.The aim of neural networks in this work is an off-line...
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Purpose This paper discusses the effects of enabling conditions of project knowledge management in building volatile organizational memory. The theoretical rationale underlies a recursive relationship among enabling conditions of project knowledge management, organizational learning and memory....
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