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On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities

Chen, Jilong; Ewald, Christian - In: Review of Pacific Basin financial markets and policies 20 (2017) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011697161

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

Risk Minimizing Hedging of Crude-Oil Options : Theory and Empirical Performance

Ewald, Christian-Oliver - 2011

We study the hedging problem for European-style options written on crude-oil futures. Locally risk-minimizing hedging strategies are derived under the assumption that the dynamics of crude-oil futures are described by a Merton-type jump-diffusion. These are then tested empirically using...

Persistent link: https://www.econbiz.de/10013125115

Sharing of longevity basis risk in pension schemes with income-drawdown guarantees

Agarwal, Ankush; Ewald, Christian; Wang, Yongjie - 2020

Persistent link: https://www.econbiz.de/10012661294

On the market-consistent valuation of fish farms : using the real option approach and salmon futures

Ewald, Christian-Oliver; Ouyang, Ruolan; Siu, Tak Kuen - In: American journal of agricultural economics 99 (2017) 1, pp. 207-224

Persistent link: https://www.econbiz.de/10011761182

An analysis of the fish pool market in the context of seasonality and stochastic convenience yield

Ewald, Christian-Oliver; Ouyang, Ruolan - In: Marine resource economics 32 (2017) 4, pp. 431-449

Persistent link: https://www.econbiz.de/10011761821