Browsing All of EconStor by Author Wystup, Uwe


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2004Efficient computation of option price sensitivities for options of American styleWallner, Christian; Wystup, Uwe
2005On the cost of delayed currency fixing announcementsBecker, Christoph; Wystup, Uwe
2007Instalment options: a closed-form solution and the limiting caseGriebsch, Susanne; Kühn, Christoph; Wystup, Uwe
2008Vanna-volga pricingWystup, Uwe
2008Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen AnlagenBecker, Christoph; Wystup, Uwe
2008Closed formula for options with discrete dividends and its derivativesVeiga, Carlos; Wystup, Uwe
2008Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der RenditenWeber, Andreas; Wystup, Uwe
2008Foreign exchange quanto optionsWystup, Uwe
2008On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility ModelGriebsch, Susanne; Wystup, Uwe
2008Foreign exchange symmetriesWystup, Uwe
2008Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der RenditenWeber, Andreas; Wystup, Uwe
2008FX basket optionsHakala, Jürgen; Wystup, Uwe
2009FX volatility smile constructionReiswich, Dimitri; Wystup, Uwe
2010On the calibration of the Cheyette interest rate modelBeyna, Ingo; Wystup, Uwe
2010Return distributions of equity-linked retirement plansDetering, Nils; Weber, Andreas; Wystup, Uwe
2010Ratings of structured products and issuers' commitmentsVeiga, Carlos; Wystup, Uwe
2010Unifying exotic option closed formulasEsquível, Manuel L.; Veiga, Carlos; Wystup, Uwe
2010FX smile in the Heston modelJanek, Agnieszka; Kluge, Tino; Weron, Rafał; Wystup, Uwe
2011Characteristic functions in the Cheyette Interest Rate ModelBeyna, Ingo; Wystup, Uwe
2012Volatilität als Investment: Diversifikationseigenschaften von VolatilitätsstrategienDetering, Nils; Zhou, Qixiang; Wystup, Uwe