Peter Hieber

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 2

Top Topics

Utility Maximization

Top Venues

Eur. J. Oper. Res.

Monte Carlo Methods Appl.

Publications

Griselda Deelstra, Peter Hieber
Randomization and the valuation of guaranteed minimum death benefits. Eur. J. Oper. Res. 309 (3) (2023)
An Chen, Peter Hieber, Thai Nguyen
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. Eur. J. Oper. Res. 273 (3) (2019)
Lexuri Fernández, Peter Hieber, Matthias Scherer
Double-barrier first-passage times of jump-diffusion processes. Monte Carlo Methods Appl. 19 (2) (2013)
Peter Hieber, Matthias Scherer
Efficiently pricing barrier options in a Markov-switching framework. J. Comput. Appl. Math. 235 (3) (2010)