Bernhard Hientzsch

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility
SIAM Journal on Financial Mathematics
2023-06-01Paper
Calibrating local volatility models with stochastic drift and diffusion
International Journal of Theoretical and Applied Finance
2022-03-29Paper
A spectral element implementation for the M3D extended MHD code
 
2017-06-20Paper
Domain Decomposition Preconditioners for Spectral Nédélec Elements in Two and Three Dimensions
Lecture Notes in Computational Science and Engineering
2005-03-10Paper


Research outcomes over time


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