Efficiently pricing barrier options in a Markov-switching framework. - Peter Hieber; Matthias Scherer (J. Comput. Appl. Math., 2010)

Double-barrier first-passage times of jump-diffusion processes. - Lexuri Fernández; Peter Hieber; Matthias Scherer (Monte Carlo Methods Appl., 2013)

Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. - An Chen; Peter Hieber; Thai Nguyen (Eur. J. Oper. Res., 2019)

Randomization and the valuation of guaranteed minimum death benefits. - Griselda Deelstra; Peter Hieber (Eur. J. Oper. Res., 2023)