Uwe Wystup

Economics, Econometrics and Finance · Social Sciences

14h-index652citations83works0.02yr avg
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Research Topics

Stochastic processes and financial applications(49), Financial Markets and Investment Strategies(19), Capital Investment and Risk Analysis(16), Economic theories and models(11), Financial Risk and Volatility Modeling(8)

Publications83 total

Why Digitals don�t Have all Percentage Price Quotes
Wilmott·2025
Click-and-Trade Structured Products for Wealth Management
Wilmott·2024
Quick and Dirty � Short Cuts for Option Lovers
Wilmott·2023
The Salzburg Financial Scandal
Wilmott·2023
How a Long Call Option can be Long Gamma, Long Theta and Short Theta
Wilmott·2023
Basis Madness
Wilmott·2022
Can Butterfly be Negative and Why Do We Use the Probability Density to Check for Butterfly Arbitrage?
Wilmott·2022
Going Forward Step by Step
Wilmott·2022
Uncle Herbert�s Savings Plan with Bonus and the Legal Aftermath
Wilmott·2022
KOAMKIEU and the Psychology of Derivatives in Private Banking
Wilmott·2022
Special Issue on Artificial Intelligence, Machine Learning and Platform Innovation in Quantitative Finance (MathFinance Conference 2020/2021)
Digital Finance·2021Open Access
Why Call Prices Decrease as the Probability of Up‐Jumps Increases ‐ A Riddle from the World of Jump‐Diffusion Processes
Wilmott·2021· 1 cited
Vedic Mathematics ‐ Teaching an Old Dog New Tricks
Wilmott·2021
Cable, Sterling, Loonies, and Nokkies
Wilmott·2021
What Is a Currency Option?
Wilmott·2021
Mixed Local Volatility Boosts Distribution of Exotics
Wilmott·2020· 1 cited
Vanna‐Volga and the Greeks
Wilmott·2020
KIKO TART Revival in Asia
Wilmott·2020
Calendar Arbitrage in the FX Volatility Surface
Wilmott·2020· 1 cited
Correlation 101
Wilmott·2020
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Frequent Co-authors

Carlos Veiga(6), Andreas Weber(4), Jürgen Hakala(3), Dimitri Reiswich(3), Rafał Weron(3), Susanne Griebsch(3), Agnieszka Janek(2), Tino Kluge(2), Uwe Schmock(2), Steven E. Shreve(2), Christoph Kühn(2), Christoph Becker(2), Ingo Beyna(2), Nils Detering(2), Manuel L. Esquível(2), Oliver Reiß(1), Neue Mainzer Strasse(1), Christian Wallner(1), Jan Schrader(1), Christoph Becker(1)