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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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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
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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
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Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten; Ewald, Christian-Oliver - In: Applied mathematical finance 21 (2014) 5/6, pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
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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
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Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver; Zhang, Hai - In: Journal of economic dynamics & control 71 (2016), pp. 45-59
Persistent link: https://www.econbiz.de/10011708768
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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
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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
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver; Yor, Marc - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 536-549
Persistent link: https://www.econbiz.de/10011969088