The following pages link to Uwe Wystup (Q362050):
Displaying 7 items.
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- Valuation of exotic options under shortselling constraints (Q1849790) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361) (← links)
- Instalment Options: A Closed-Form Solution and the Limiting Case (Q3528737) (← links)
- <i>Quantitative Finance</i>, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q5300449) (← links)
- Closed Formula for Options with Discrete Dividends and Its Derivatives (Q5851726) (← links)