Bernhard Hientzsch
According to our database1,
Bernhard Hientzsch
authored at least 5 papers
between 2019 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
2019
2020
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2024
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Bibliography
2024
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
2019
Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning.
CoRR, 2019