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Uwe Wystup · Study
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Author
Uwe Wystup
12 works
· latest 2017
· 1 institutions
cluster: provisional
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12
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12
Citations
519
Works here
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17
Most cited in this library
FX Options and Structured Products
2006 · 93 citations
FX Options and Structured Products
2017 · 90 citations
A Guide to FX Options Quoting Conventions
2010 · 52 citations
Foreign Exchange Risk: Models, Instruments and Strategies
2002 · 50 citations
FX smile in the Heston model
2011 · 49 citations
Works
12 shown
FX Options and Structured Products
Wiley eBooks
·
2017
·
1 author
·
book
90
citations
FX Volatility Smile Construction
Wilmott
·
2012
·
2 authors
·
Open access
37
citations
FX smile in the Heston model
Springer eBooks
·
2011
·
4 authors
·
chapter
49
citations
On the valuation of fader and discrete barrier options in Heston's stochastic volatility model
Quantitative Finance
·
2010
·
2 authors
·
Open access
26
citations
A Guide to FX Options Quoting Conventions
The Journal of Derivatives
·
2010
·
2 authors
52
citations
Closed Formula for Options with Discrete Dividends and Its Derivatives
Applied Mathematical Finance
·
2009
·
2 authors
23
citations
Instalment Options: A Closed-Form Solution and the Limiting Case
Springer eBooks
·
2008
·
3 authors
·
chapter
22
citations
FX Options and Structured Products
Wiley eBooks
·
2006
·
1 author
·
book
93
citations
The market price of one-touch options in foreign exchange markets
·
2003
·
1 author
21
citations
Valuation of exotic options under shortselling constraints
Finance and Stochastics
·
2002
·
3 authors
24
citations
Foreign Exchange Risk: Models, Instruments and Strategies
·
2002
·
2 authors
·
book
50
citations
Computing Option Price Sensitivities Using Homogeneity and Other Tricks
The Journal of Derivatives
·
2001
·
2 authors
32
citations