Uwe Wystup

Available identifiers

zbMath Open wystup.uweWikidataQ51292756 ScholiaQ51292756MaRDI QIDQ362050

List of research outcomes

Publication	Date of Publication	Type
Return distributions of equity-linked retirement plans under jump and interest rate risk	2013-08-20	Paper
Quantitative Finance, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model	2013-06-27	Paper
Unifying exotic option closed formulas	2013-02-01	Paper
On the valuation of fader and discrete barrier options in Heston's stochastic volatility model	2011-06-07	Paper
Closed Formula for Options with Discrete Dividends and Its Derivatives	2010-01-25	Paper
Instalment Options: A Closed-Form Solution and the Limiting Case	2008-10-17	Paper
Valuation of exotic options under shortselling constraints	2002-12-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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