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Ewald, Christian-Oliver
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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 939-954
Persistent link: https://www.econbiz.de/10010134652
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2
Asian and Australian options: A common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Hung Marten …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10010094655
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3
How to find Nash equilibria with extreme total latency in network congestion games?
Zhang, Aihua
;
Ewald, Christian-Oliver
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 245-266
Persistent link: https://www.econbiz.de/10008395230
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4
A banking explanation of the US velocity of money: 1919–2004
Wang, Wen-Kai
;
Ewald, Christian-Oliver
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 765-780
Persistent link: https://www.econbiz.de/10008398243
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5
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance
Ewald, Christian-Oliver
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10010083743
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6
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/10009910677
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
Ewald, Christian-Oliver
;
Yang, Zhaojun
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10008086260
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8
A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10009841941
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9
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-121
Persistent link: https://www.econbiz.de/10009251614
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