Bernhard Hientzsch

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

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

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

Hardik Routray, Bernhard Hientzsch

CoRR, 2024

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

Arun Kumar Polala, Bernhard Hientzsch

CoRR, 2024

2023

Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility.

Orcan Ögetbil, Bernhard Hientzsch

SIAM J. Financial Math., June, 2023

Parametric Differential Machine Learning for Pricing and Calibration.

Arun Kumar Polala, Bernhard Hientzsch

CoRR, 2023

2019

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

Bernhard Hientzsch

CoRR, 2019