Browsing All of EconStor by Author Wystup, Uwe

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