# In which scenario would we end up with more than one $\mathbb{Q}$ after calibrating an incomplete model?

Reading the literature I see that quite an effort is made to price derivatives in an incomplete setting. I see stuff like efficient hedging, indifference pricing, choosing $$\mathbb{Q}$$ by considering some metric to $$\mathbb{P}$$ etc. However I cannot think of a situation where on would use this. I imagine the derivatives pricing pipeline as follows:

1. Choose an arbitrage free model in its risk neutral form
2. Calibrate the free parameters to market price
3. Price your derivative of interest

So after step 2 we have exactly one risk neutral measure $$\mathbb{Q}$$. In which scenario would we have to deal with multiple rn measures?