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Wystup, Uwe
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Nalholm, Morten
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Review of derivatives research
2
Applied mathematical finance
1
Finance and stochastics
1
Risk : managing risk in the world's financial markets
1
The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
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1
ACCELERATING THE CALIBRATION OF STOCHASTIC VOLATILITY MODELS
Kilin, Fiodar
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10008885801
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2
Static hedging and model risk for barrier options
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 449-465
Persistent link: https://www.econbiz.de/10006808287
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3
Static versus dynamic hedges: an empirical comparison for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Nalholm, Morten
; …
- In:
Review of derivatives research
9
(
2006
)
3
,
pp. 239
Persistent link: https://www.econbiz.de/10007877250
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4
Static Hedging of Barrier Options under General Asset Dynamics: Unification and Application
Nalholm, Morten
;
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 46-60
Persistent link: https://www.econbiz.de/10007272796
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5
Computing Option Price Sensitivities Using Homogeneity and Other Tricks
Reiss, Oliver
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 41-53
Persistent link: https://www.econbiz.de/10005945887
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6
Valuation of exotic options under shortselling constraints
Schmock, Uwe
;
Shreve, Steven E.
;
Wystup, Uwe
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10008216440
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7
Closed Formula for Options with Discrete Dividends and Its Derivatives
Veiga, Carlos
;
Wystup, Uwe
- In:
Applied mathematical finance
16
(
2009
)
6
,
pp. 517
Persistent link: https://www.econbiz.de/10008329415
Saved in:
8
Books: Review Foreign Exchange Risk Models, Instruments and Strategies.
Neftci, Salih
;
Hakala, Jürgen
;
Wystup, Uwe
- In:
Risk : managing risk in the world's financial markets
16
(
2003
)
1
,
pp. 74
Persistent link: https://www.econbiz.de/10007033995
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9
Unifying exotic option closed formulas
Veiga, Carlos
;
Wystup, Uwe
;
Esquível, Manuel L.
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 99-129
Persistent link: https://www.econbiz.de/10009983956
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10
A GUIDE TO FX OPTIONS QUOTING CONVENTIONS
Reiswich, Dimitri
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 58-58
Persistent link: https://www.econbiz.de/10008745123
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