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Norbert Hilber · Study

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Norbert Hilber

4 works· latest 2013· 2 institutionscluster: provisionalORCID 0000-0002-7148-5469

h-index4

i104

Citations199

Works here4

05

09

13

Most cited in this library

Sparse wavelet methods for option pricing under stochastic volatility2005 · 58 citations
Computational Methods for Quantitative Finance2013 · 55 citations
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing2013 · 52 citations
Numerical methods for Lévy processes2009 · 34 citations

Works

4 shown

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

·2013·4 authors·other·Open access

52citations

Computational Methods for Quantitative Finance

Springer finance·2013·3 authors·book

55citations

Numerical methods for Lévy processes

Finance and Stochastics·2009·3 authors·Open access

34citations

Sparse wavelet methods for option pricing under stochastic volatility

The Journal of Computational Finance·2005·3 authors·Open access

58citations