Bernhard Hientzsch

According to our database1, Bernhard Hientzsch authored at least 5 papers between 2019 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

2019
2020
2021
2022
2023
2024
0
1
2
3
2
2
1

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Enforcing asymptotic behavior with DNNs for approximation and regression in finance.
CoRR, 2024

A case study on different one-factor Cheyette models for short maturity caplet calibration.
CoRR, 2024

2023
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility.
SIAM J. Financial Math., June, 2023

Parametric Differential Machine Learning for Pricing and Calibration.
CoRR, 2023

2019
Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning.
CoRR, 2019


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