Concepedia

Uwe Wystup

UW

9

Publications

242

Citations

9

H-Index

2001

Active since

Affiliations

Frankfurt School of Finance & Management(Current)

Uwe Wystup is an author at Frankfurt School of Finance & Management specializing in option pricing, business, and asset pricing.

Top concepts

Publications per year

2001–2012

9

Publications

9

A Guide to FX Options Quoting Conventions

Dimitri Reiswich, Uwe Wystup · The Journal of Derivatives · 2010 · 49 citations

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Computing Option Price Sensitivities Using Homogeneity and Other Tricks

Uwe Wystup · The Journal of Derivatives · 2001 · 33 citations

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FX Volatility Smile Construction

Dimitri Reiswich, Uwe Wystup · Wilmott · 2012 · 31 citations · Full text

On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

Susanne Griebsch, Uwe Wystup · Quantitative Finance · 2010 · 27 citations

Valuation of exotic options under shortselling constraints

Uwe Schmock, Steven E. Shreve, Uwe Wystup · Finance and Stochastics · 2002 · 26 citations

, , +6

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