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Search: person:"ewald, Christian-oliver"
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Option pricing theory
13
Optionspreistheorie
13
Theorie
11
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11
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10
Stochastischer Prozess
10
Asian options
9
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8
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Ewald, Christian-Oliver
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Ewald, Christian
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Yang, Zhaojun
10
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Zhang, Aihua
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Chavanasporn, Walailuck
7
Menkens, Olaf
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Ting, Sai Hung Marten
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Lien, Gudbrand
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Ouyang, Ruolan
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Siu, Tak Kuen
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Carr, Peter
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EWALD, CHRISTIAN-OLIVER
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Hung Marten Ting, Sai
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Nawar, Roy
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Wu, Yuexiang
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Yor, Marc
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XIAO, YAJUN
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Journal of economic dynamics & control
6
Mathematical methods of operations research
6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
36
RePEc
24
OLC EcoSci
9
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69
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1
Hedging longevity risk in defined contribution pension schemes
Agarwal, Ankush
;
Ewald, Christian
;
Wang, Yongjie
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228476
Saved in:
2
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
3
Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
Ewald, Christian
;
Haugom, Erik
;
Kanthan, Leslie
;
Lien, …
- In:
Aquaculture economics & management : official journal …
26
(
2022
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10013282511
Saved in:
4
Trading time seasonality in electricity futures
Størdal, Ståle
;
Ewald, Christian
;
Lien, Gudbrand
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477808
Saved in:
5
Riding the Nordic German power-spread : the Einar Aas experiment
Ewald, Christian
;
Haugom, Erik
;
Lien, Gudbrand
;
Song, …
- In:
The energy journal
43
(
2022
)
5
,
pp. 51-69
Persistent link: https://www.econbiz.de/10013412795
Saved in:
6
Real options, risk aversion and markets : a corporate finance perspective
Ewald, Christian
;
Taub, Bart
- In:
The journal of corporate finance : contracting, …
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209828
Saved in:
7
Trading time seasonality in commodity futures : an opportunity for arbitrage in the natural gas and crude oil markets?
Ewald, Christian
;
Haugom, Erik
;
Lien, Gudbrand
; …
- In:
Energy economics
115
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013541776
Saved in:
8
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
Saved in:
9
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
10
Stochastic volatility : a tale of co-jumps, non-normality, GMM and high frequency data
Ewald, Christian
;
Zou, Yihan
- In:
Journal of empirical finance
64
(
2021
),
pp. 37-52
Persistent link: https://www.econbiz.de/10013259396
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