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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
8
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2004 0 0.6 0.5 0 2 2 17 1 1 0 0 1 100 1 0.5 0.36
2005 0.5 0.6 0.67 0.5 1 3 7 2 3 2 1 2 1 2 100 0 0.36
2006 0.33 0.59 0.75 0.33 1 4 6 3 6 3 1 3 1 3 100 0 0.34
2007 0 0.52 0 0 3 7 11 6 2 4 0 0 0.29
2008 0 0.59 0.06 0 11 18 16 1 7 4 7 1 100 1 0.09 0.29
2009 0 0.58 0 0 4 22 9 7 14 18 0 0 0.33
2010 0.07 0.52 0.11 0.15 5 27 7 3 10 15 1 20 3 0 0 0.3
2011 0.22 0.62 1.76 0.17 2 29 7 51 61 9 2 24 4 0 4 2 0.37
2012 0.86 0.68 4.27 0.36 4 33 7 141 202 7 6 25 9 1 0.7 13 3.25 0.36
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12004Cross currency swap valuation. (2004). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:2.

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14
22004Efficient computation of option price sensitivities for options of American style. (2004). Wallner, Christian ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:1.

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13
32008Latin hypercube sampling with dependence and applications in finance. (2008). Packham, Natalie ; Schmidt, Wolfgang . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:15.

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13
42007Accelerating the calibration of stochastic volatility models. (2007). Kilin, Fiodar . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:6.

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10
52009FX volatility smile construction. (2009). Reiswich, Dimitri ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:20.

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10
62011The trend is not your friend! Why empirical timing success is determined by the underlyings price characteristics and market efficiency is irrelevant. (2011). Scholz, Peter ; Walther, Ursula . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:29.

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8
72008Vergleich von Anlagestrategien bei Riesterrenten ohne Berücksichtigung von Gebühren: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:13.

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8
82007Instalment options: a closed-form solution and the limiting case. (2007). Griebsch, Susanne ; Kuhn, Christoph ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:5.

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8
92008Riesterrente im Vergleich: Eine Simulationsstudie zur Verteilung der Renditen. (2008). Weber, Andreas ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:12.

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8
102008Foreign exchange symmetries. (2008). Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:9.

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8
112008On the valuation of fader and discrete barrier options in Hestons Stochastic Volatility Model. (2008). Griebsch, Susanne ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:17.

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8
122010On the calibration of the Cheyette interest rate model. (2010). Beyna, Ingo ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:25.

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8
132005On the cost of delayed currency fixing announcements. (2005). Becker, Christoph ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:3.

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8
142008Closed formula for options with discrete dividends and its derivatives. (2008). Veiga, Carlos ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:16.

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7
152010Investment certificates under German taxation: Benefit or burden for structured products performance?. (2010). Scholz, Peter ; Walther, Ursula . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:24.

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7
162011Characteristic functions in the Cheyette Interest Rate Model. (2011). Beyna, Ingo ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:28.

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7
172009Credit gap risk in a first passage time model with jumps. (2009). Packham, Natalie ; Schlogl, Lutz ; Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:22.

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7
182008Forward-start options in the Barndorff-Nielsen-Shephard Model. (2008). Kilin, Fiodar ; Keller-Ressel, Martin. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:18.

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7
192010Return distributions of equity-linked retirement plans. (2010). Weber, Andreas ; Wystup, Uwe ; Detering, Nils. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:27.

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7
202009Credit dynamics in a first passage time model with jumps. (2009). Packham, Natalie ; Schlogl, Lutz ; Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:21.

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7
212006Interest rate convexity and the volatility smile. (2006). Schmidt, Wolfgang M. ; Boenkost, Wolfram . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:4.

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7
222007Default swaps and hedging credit baskets. (2007). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:7.

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6
232012The impact of network inhomogeneities on contagion and system stability. (2012). Hubsch, Arnd ; Walther, Ursula . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:32.

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6
242009Potential PCA interpretation problems for volatility smile dynamics. (2009). Reiswich, Dimitri ; Tompkins, Robert . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:19.

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6
252008Foreign exchange quanto options. (2008). Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:10.

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6
262012Size matters! How position sizing determines risk and return of technical timing strategies. (2012). Scholz, Peter . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:31.

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5
272008Was kostet eine Garantie? Ein statistischer Vergleich der Rendite von langfristigen Anlagen. (2008). Becker, Christoph ; Wystup, Uwe . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:8.

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5
282012Das Geschäft mit Derivaten und strukturierten Produkten: Welche Rolle spielt die Bank?. (2012). Schmidt, Wolfgang M.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:33.

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3
292010Unifying exotic option closed formulas. (2010). Veiga, Carlos ; Wystup, Uwe ; Esquivel, Manuel L.. In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:23.

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3
302012Volatilität als Investment: Diversifikationseigenschaften von Volatilitätsstrategien. (2012). Detering, Nils ; Wystup, Uwe ; Zhou, Qixiang . In: CPQF Working Paper Series. RePEc:zbw:cpqfwp:30.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor:
YearTitle
Recent citations