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Hieber, P.; Scherer, M.
Efficiently pricing barrier options in a Markov-switching framework
Journal of Computational and Applied Mathematics
2010
235
3
679-685
Braun, R.; Engel, N.; Hieber, P.; Zagst, R.
The Risk Appetite of Private Equity Sponsors
Journal of Empirical Finance
2011
18
5
815–832
Escobar, M.; Hieber, P.; Scherer, M.; Seco, L.
Portfolio optimization in a multidimensional structural-default model with a focus on private equity
Journal of Private Equity
2011
15
1
26–35
Hieber, P.; Scherer, M.
A note on first-passage times of continuously time-changed Brownian motion
Statistics and Probability Letters
2012
82
1
Jan
165-172
Fernández, L.; Hieber, P.; Scherer, M.
Double-barrier first-passage times of jump-diffusion processes
Monte Carlo Methods and Applications
2013
19
2
107-141
Hieber, P.; Scherer, M.
Modeling credit portfolio derivatives, including both a default and a prepayment feature
Applied Stochastic Models in Business and Industry
2013
29
5
479-495
Hieber, P.
First-passage times of regime switching models
Statistics and Probability Letters
2014
92
148–157
Hieber, P.
A correction note on: When the “Bull” meets the “Bear”: A First Passage Time Problem for a Hidden Markov Process
Methodology and Computing in Applied Probability
2014
16
3
771-776
Escobar, M.; Hieber, P.; Scherer, M.
Efficiently pricing double barrier derivatives in stochastic volatility models
Review of Derivatives Research
2014
17
2
191–216
Hieber, P.; Korn, R.; Scherer, M.
Analyzing the effect of low interest rates on the surplus participation of life insurance policies with different annual interest rate guarantees
European Actuarial Journal
2015
5
1
11-28
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