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Dr. Norbert Hilber

Dr. Norbert Hilber

Dr. Norbert Hilber

ZHAW School of Management and Law
Fachstelle Quantitative Finance
Technoparkstrasse 2
8400 Winterthur

+41 (0) 58 934 66 17
norbert.hilber@zhaw.ch

Personal profile

www.zhaw.ch/abf

Publications

Articles in scientific journal, peer-reviewed
Books and monographs, peer-reviewed
Book parts, peer-reviewed
Other publications
Publications before appointment at the ZHAW

Stabilized wavelet methods for option princing in high diemnsional stochastic volatility models, PhD thesis, ETH Zürich, 2009

Numerical methods for Lévy processes, Finance and Stochastics, 13(4), 2009 (with N. Reich, Ch. Schwab and Ch. Winter)

Wavelet Methods. Encyclopedia of Quantitative Finance, Wiley, 2009 (with N. Reich and Ch. Winter)

Variational sensitivity analysis of parametric Markovian market models, Advances in mathematics of finance, vol 83, Banach Center Pupl., 2008 (with Ch. Schwab and Ch. Winter)

Sparse wavelet methods for option pricing under stochastic volatility, J. Comput. Finance, 8(4), 2005 (with A.M. Matache and Ch. Schwab)

Other contributions

The pricing of options under multi-factor stochastic volatility. Working Paper, 2011