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Dr. Norbert Hilber

Dr. Norbert Hilber

Dr. Norbert Hilber

ZHAW School of Management and Law
Fachstelle für Financial Data Science und Ökonometrie
Gertrudstrasse 8
8400 Winterthur

+41 (0) 58 934 66 17


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 publications

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