Browsing All of EconStor by Author Wystup, Uwe
Showing results 1 to 20 of 20
Year of Publication | Title | Author(s) |
2004 | Efficient computation of option price sensitivities for options of American style | Wallner, Christian; Wystup, Uwe |
2005 | On the cost of delayed currency fixing announcements | Becker, Christoph; Wystup, Uwe |
2007 | Instalment options: a closed-form solution and the limiting case | Griebsch, Susanne; Kühn, Christoph; Wystup, Uwe |
2008 | Vanna-volga pricing | Wystup, Uwe |
2008 | Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen | Becker, Christoph; Wystup, Uwe |
2008 | Closed formula for options with discrete dividends and its derivatives | Veiga, Carlos; Wystup, Uwe |
2008 | Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen | Weber, Andreas; Wystup, Uwe |
2008 | Foreign exchange quanto options | Wystup, Uwe |
2008 | On the valuation of fader and discrete barrier options in Heston's Stochastic Volatility Model | Griebsch, Susanne; Wystup, Uwe |
2008 | Foreign exchange symmetries | Wystup, Uwe |
2008 | Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen | Weber, Andreas; Wystup, Uwe |
2008 | FX basket options | Hakala, Jürgen; Wystup, Uwe |
2009 | FX volatility smile construction | Reiswich, Dimitri; Wystup, Uwe |
2010 | On the calibration of the Cheyette interest rate model | Beyna, Ingo; Wystup, Uwe |
2010 | Return distributions of equity-linked retirement plans | Detering, Nils; Weber, Andreas; Wystup, Uwe |
2010 | Ratings of structured products and issuers' commitments | Veiga, Carlos; Wystup, Uwe |
2010 | Unifying exotic option closed formulas | Esquível, Manuel L.; Veiga, Carlos; Wystup, Uwe |
2010 | FX smile in the Heston model | Janek, Agnieszka; Kluge, Tino; Weron, Rafał; Wystup, Uwe |
2011 | Characteristic functions in the Cheyette Interest Rate Model | Beyna, Ingo; Wystup, Uwe |
2012 | Volatilität als Investment: Diversifikationseigenschaften von Volatilitätsstrategien | Detering, Nils; Zhou, Qixiang; Wystup, Uwe |