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Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Ewald, Christian-Oliver - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 301-319
Persistent link: https://www.econbiz.de/10002893241
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin Calculus
Yang, Zhaojun; Ewald, Christian-Oliver; Menkens, Olaf - 2009
Persistent link: https://www.econbiz.de/10003884274
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Dynamic voluntary provision of public goods with uncertainty : a stochastic differential game model
Wang, Wen-kai; Ewald, Christian-Oliver - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 2, pp. 97-116
Persistent link: https://www.econbiz.de/10008668150
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A stochastic differential Fishery game for a two species fish population with ecological interaction
Wang, Wen-Kai; Ewald, Christian-Oliver - In: Journal of economic dynamics & control 34 (2010) 5, pp. 844-857
Persistent link: https://www.econbiz.de/10003972962
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Optimal investment for a pension fund under inflation risk
Zhang, Aihua; Ewald, Christian-Oliver - In: Mathematical methods of operations research 71 (2010) 2, pp. 353-369
Persistent link: https://www.econbiz.de/10003958364
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Development under a concessionary agreement : a real option approach
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Investment management and financial innovations 7 (2010) 2, pp. 119-132
Persistent link: https://www.econbiz.de/10003991573
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Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549908
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Closed-form solutions for European and digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549952
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Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun; Ewald, Christian-Oliver; Xiao, Yajun - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 152-178
Persistent link: https://www.econbiz.de/10003855756