Uwe Wystup

Available identifiers

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

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