Uwe Peter Wystup

Professor of Financial Option Price Modeling and Foreign Exchange Derivatives

Publications in the spotlight

Volatility as investment : crash protection with calendar spreads of variance swaps
Wystup Uwe Peter   Zhou Qixiang  
Journal of applied operational research - ISSN 1735-8523-6:4 (2014) p. 243-254
Numerical experiments on hedging cliquet options
Kilin Fiodar   Nalholm Morten   Wystup Uwe Peter  
The journal of risk - ISSN 1465-1211-17:1 (2014) p. 85-103
Return distributions of equity-linked retirement plans under jump and interest rate risk
Detering Nils   Weber Andreas   Wystup Uwe Peter  
European actuarial journal - ISSN 2190-9733-3:1 (2013) p. 203-228
FX volatility smile construction
Reiswich Dimitri   Wystup Uwe Peter  
Wilmott - ISSN 1540-6962-60 (2012) p. 58-69
Unifying exotic option closed formulas
Veiga Carlos   Wystup Uwe Peter   Esquível Manuel L.  
Review of derivatives research - ISSN 1380-6645-15:2 (2012) p. 99-128

Full bibliography of this author