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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

Markets for inflation-indexed bonds as mechanisms for efficient monetary policy

Ewald, Christian-Oliver; Geissler, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 869-889

Persistent link: https://www.econbiz.de/10011350504

On increasing risk, inequality and poverty measures : peacocks, lyrebirds and exotic options

Ewald, Christian-Oliver; Yor, Marc - In: Journal of economic dynamics & control 59 (2015), pp. 22-36

Persistent link: https://www.econbiz.de/10011575052

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

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

On the investment-uncertainty relationship in a real option model with stochastic volatility

Ting, Sai Hung Marten; Ewald, Christian-Oliver; Wang, … - In: Mathematical social sciences 66 (2013) 1, pp. 22-32

Persistent link: https://www.econbiz.de/10009751763

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

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. 97-123

Persistent link: https://www.econbiz.de/10003748388

Stochastic volatility : risk minimization and model risk

Ewald, Christian-Oliver (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003549908

Derivatives on Non-Storable Renewable Resources : Fish Futures and Options, Not so Fishy After All

Ewald, Christian-Oliver - 2013

We study forwards and European call options, which are written on a non-storable renewable resource. Examples of such derivatives in form of futures on fresh catch of wild salmon for the US and the recently created Fish Pool market in Norway, where futures on a composite of wild catch and farmed...

Persistent link: https://www.econbiz.de/10014204285