Martin Hutzenthaler

Finance · 2009–2019

A researcher in the Science corpus: 5 papers; trusts 41 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 54 citations into it; #2,314 of 10,518 by trust here, #3,077 by citations
• Demography — 20 citations into it; #572 of 4,236 by trust here, #1,005 by citations
• Computational Mechanics — 16 citations into it; #5,398 of 10,001 by trust here, #5,350 by citations
• Mathematical Physics — 14 citations into it
• Computational Theory and Mathematics — 13 citations into it
• Statistics and Probability — 12 citations into it
• Numerical Analysis — 11 citations into it
• Statistical and Nonlinear Physics — 10 citations into it

Whom Martin Hutzenthaler trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. D. Crisan
2. Jean-François Chassagneux
3. Jianfeng Zhang
4. M. Giles
5. Pierre Henry-Labordère
6. Eitan Tadmor
7. Desmond John Higham
8. Emmanuel Gobet
9. Jean-Philippe Lemor
10. Giuseppe Da Prato

Who trusts Martin Hutzenthaler overall

1. Xuerong Mao
2. Sotirios Sabanis
3. Xiaoyue Li
4. Chaman Kumar
5. Gonçalo dos Reis
6. Gunther Leobacher
7. Arnulf Jentzen
8. Wei Liu
9. Hoang-Long Ngo
10. Stefan Engelhardt

Papers from Martin Hutzenthaler's perspective

Ordered by how strongly the researchers Martin Hutzenthaler trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
2. A regression-based Monte Carlo method to solve backward stochastic differential equations
3. Forward-Backward Stochastic Differential Equations and their Applications
4. A numerical scheme for BSDEs
5. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
6. Multilevel Monte Carlo Path Simulation (Operational Research)
7. The Pricing of Options and Corporate Liabilities
8. User’s guide to viscosity solutions of second order partial differential equations
9. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
10. Numerical Solution of Stochastic Differential Equations

Their papers

• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2010) — 490 citations
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (2019) — 59 citations
• Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations (2013) — 54 citations
• Loss of regularity for Kolmogorov equations (2012) — 101 citations
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (2009) — 504 citations