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

Parametric Differential Machine Learning for Pricing and Calibration. - Arun Kumar Polala; Bernhard Hientzsch (CoRR, 2023)

Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility. - Orcan Ögetbil; Bernhard Hientzsch (SIAM J. Financial Math., 2023)

A case study on different one-factor Cheyette models for short maturity caplet calibration. - Arun Kumar Polala; Bernhard Hientzsch (CoRR, 2024)

Enforcing asymptotic behavior with DNNs for approximation and regression in finance. - Hardik Routray; Bernhard Hientzsch (CoRR, 2024)

Hybrid least squares for learning functions from highly noisy data. - Ben Adcock; Bernhard Hientzsch; Akil Narayan 001; Yiming Xu (CoRR, 2025)