Uwe Wystup

654 total citations
20 papers, 249 citations indexed

About

Uwe Wystup is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Uwe Wystup has authored 20 papers receiving a total of 249 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 4 papers in Economics and Econometrics and 2 papers in Demography. Recurrent topics in Uwe Wystup's work include Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (7 papers) and Capital Investment and Risk Analysis (7 papers). Uwe Wystup is often cited by papers focused on Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (7 papers) and Capital Investment and Risk Analysis (7 papers). Uwe Wystup collaborates with scholars based in Germany, United States and Australia. Uwe Wystup's co-authors include Uwe Schmock, Steven E. Shreve, Christoph Becker, Jan Schrader and Andreas Weber and has published in prestigious journals such as Quantitative Finance, Finance and Stochastics and Applied Mathematical Finance.

In The Last Decade

Uwe Wystup

20 papers receiving 219 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Uwe Wystup Germany 10 223 87 42 33 12 20 249
Avi Bick Canada 8 223 1.0× 129 1.5× 20 0.5× 28 0.8× 9 0.8× 12 236
Robert Tompkins Austria 10 259 1.2× 97 1.1× 23 0.5× 26 0.8× 5 0.4× 21 278
L. Sankarasubramanian United States 7 339 1.5× 77 0.9× 56 1.3× 43 1.3× 8 0.7× 13 350
Sanjay K. Nawalkha United States 12 319 1.4× 113 1.3× 53 1.3× 63 1.9× 33 2.8× 55 359
Ronald C. Heynen United States 7 369 1.7× 184 2.1× 19 0.5× 67 2.0× 8 0.7× 9 396
Antonio Roma Italy 8 282 1.3× 161 1.9× 30 0.7× 85 2.6× 3 0.3× 13 324
Don R. Rich United States 8 225 1.0× 106 1.2× 35 0.8× 29 0.9× 49 4.1× 18 266
Dietmar Leisen Germany 8 249 1.1× 92 1.1× 17 0.4× 21 0.6× 17 1.4× 25 268
Iraj Kani United States 6 466 2.1× 137 1.6× 72 1.7× 36 1.1× 4 0.3× 8 478
José Fajardo Brazil 10 195 0.9× 148 1.7× 31 0.7× 30 0.9× 31 2.6× 57 255

Countries citing papers authored by Uwe Wystup

Since Specialization
Citations

This map shows the geographic impact of Uwe Wystup's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Uwe Wystup with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Uwe Wystup more than expected).

Fields of papers citing papers by Uwe Wystup

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Uwe Wystup. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Uwe Wystup. The network helps show where Uwe Wystup may publish in the future.

Co-authorship network of co-authors of Uwe Wystup

This figure shows the co-authorship network connecting the top 25 collaborators of Uwe Wystup. A scholar is included among the top collaborators of Uwe Wystup based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Uwe Wystup. Uwe Wystup is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
2.
Wystup, Uwe. (2020). Mixed Local Volatility Boosts Distribution of Exotics. Wilmott. 2020(110). 34–37. 1 indexed citations
3.
Wystup, Uwe. (2020). Calendar Arbitrage in the FX Volatility Surface. Wilmott. 2020(106). 10–11. 1 indexed citations
4.
Wystup, Uwe. (2018). Structuring an Inverse Dual Currency Investment. Wilmott. 2018(96). 20–21. 1 indexed citations
5.
Wystup, Uwe. (2017). FX Options and Structured Products. 26 indexed citations
6.
Weber, Andreas, et al.. (2013). Return distributions of equity-linked retirement plans under jump and interest rate risk. European Actuarial Journal. 3(1). 203–228. 1 indexed citations
7.
Wystup, Uwe, et al.. (2012). FX Volatility Smile Construction. Wilmott. 2012(60). 58–69. 19 indexed citations
8.
Wystup, Uwe, et al.. (2011). Unifying exotic option closed formulas. Review of Derivatives Research. 15(2). 99–128. 1 indexed citations
9.
Wystup, Uwe, et al.. (2010). On the valuation of fader and discrete barrier options in Heston's stochastic volatility model. Quantitative Finance. 11(5). 693–709. 16 indexed citations
10.
Wystup, Uwe, et al.. (2010). A Guide to FX Options Quoting Conventions. The Journal of Derivatives. 18(2). 58–68. 30 indexed citations
11.
Wystup, Uwe, et al.. (2009). Closed Formula for Options with Discrete Dividends and Its Derivatives. Applied Mathematical Finance. 16(6). 517–531. 12 indexed citations
12.
Becker, Christoph & Uwe Wystup. (2008). On the cost of delayed currency fixing announcements. Annals of Finance. 5(2). 161–174. 4 indexed citations
13.
Wystup, Uwe. (2006). FX Options and Structured Products. 54 indexed citations
14.
Wystup, Uwe. (2003). The market price of one-touch options in foreign exchange markets. 12(13). 8–9. 8 indexed citations
15.
Wystup, Uwe, et al.. (2002). Heston's stochastic volatility model applied to foreign exchange options. 11 indexed citations
16.
Schmock, Uwe, Steven E. Shreve, & Uwe Wystup. (2002). Valuation of exotic options under shortselling constraints. Finance and Stochastics. 6(2). 143–172. 12 indexed citations
17.
Wystup, Uwe, et al.. (2002). Foreign Exchange Risk: Models, Instruments and Strategies. Medical Entomology and Zoology. 31 indexed citations
18.
Wystup, Uwe, et al.. (2001). Computing Option Price Sensitivities Using Homogeneity and Other Tricks. The Journal of Derivatives. 9(2). 41–53. 14 indexed citations
19.
Schmock, Uwe, et al.. (2001). Dealing with Dangerous Digitals. 4 indexed citations
20.
Wystup, Uwe & Jan Schrader. (2000). Valuation of Exotic Options under Shortselling Constraints as a Singular Stochastic Control Problem. 118(5). 829–833. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Avi Bick Breakdown of academic impact, for papers by Robert Tompkins Breakdown of academic impact, for papers by L. Sankarasubramanian Breakdown of academic impact, for papers by Sanjay K. Nawalkha Breakdown of academic impact, for papers by Ronald C. Heynen Breakdown of academic impact, for papers by Antonio Roma Breakdown of academic impact, for papers by Don R. Rich Breakdown of academic impact, for papers by Dietmar Leisen Breakdown of academic impact, for papers by Iraj Kani Breakdown of academic impact, for papers by José Fajardo
Rankless by CCL
2026