Peter Hieber

According to our database, Peter Hieber authored at least 4 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Randomization and the valuation of guaranteed minimum death benefits.

Griselda Deelstra, Peter Hieber

Eur. J. Oper. Res., 2023

2019

Constrained non-concave utility maximization: An application to life insurance contracts with guarantees.

An Chen, Peter Hieber, Thai Nguyen

Eur. J. Oper. Res., 2019

2013

Double-barrier first-passage times of jump-diffusion processes.

Lexuri Fernández, Peter Hieber, Matthias Scherer

Monte Carlo Methods Appl., 2013

2010

Efficiently pricing barrier options in a Markov-switching framework.

Peter Hieber, Matthias Scherer

J. Comput. Appl. Math., 2010