Issue Date | Title | Involved Person(s) |
2020 | Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models | Gramespacher, Thomas; Bänziger-Aiba, Armin; Hilber, Norbert |
Jul-2019 | 32 lines of code to price two factor derivatives | Hilber, Norbert |
Jul-2019 | 26 lines of code to price single factor derivatives | Hilber, Norbert |
Jul-2019 | PDE solvers for the Heston Model with stochastic correlation | Hilber, Norbert |
2013 | Computational methods for quantitative finance : finite element methods for derivative pricing | Hilber, Norbert; Reichmann, Oleg; Schwab, Christoph; Winter, Christoph |