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A note on the Malliavin deriva...
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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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2
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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3
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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4
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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5
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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6
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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7
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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8
Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003549908
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9
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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10
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
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