Login / Signup
Bernhard Hientzsch
Publication Activity (10 Years)
Years Active: 2019-2023
Publications (10 Years): 3
Top Topics
Stochastic Models
Deep Learning
Top Venues
CoRR
SIAM J. Financial Math.
</>
Publications
</>
Orcan Ögetbil
,
Bernhard Hientzsch
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility.
SIAM J. Financial Math.
14 (2) (2023)
Arun Kumar Polala
,
Bernhard Hientzsch
Parametric Differential Machine Learning for Pricing and Calibration.
CoRR
(2023)
Bernhard Hientzsch
Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning.
CoRR
(2019)