//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal Contracts for Central...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
5
Stochastischer Prozess
5
Option pricing theory
4
Optionspreistheorie
4
Hedging
3
Volatility
3
Volatilität
3
Theorie
2
Theory
2
Actuarial mathematics
1
Altersvorsorge
1
Black-Scholes model
1
Black-Scholes-Modell
1
Control theory
1
Dynamic programming
1
Dynamische Optimierung
1
EU countries
1
EU-Staaten
1
Econometrics
1
Financial market
1
Finanzmarkt
1
Gesetzliche Rentenversicherung
1
Growth theory
1
Kontrolltheorie
1
Lagrange formalism
1
Mathematical programming
1
Mathematische Optimierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Mortality
1
Option trading
1
Optionsgeschäft
1
Pension fund
1
Pensionskasse
1
Portfolio selection
1
Portfolio-Management
1
Private Altersvorsorge
1
Private retirement provision
1
Public pension system
1
Retirement provision
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Working Paper
Article in journal
35
Aufsatz in Zeitschrift
35
Arbeitspapier
6
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
6
Author
All
Ewald, Christian-Oliver
4
Ewald, Christian
2
Schenk-Hoppé, Klaus Reiner
2
Yang, Zhaojun
2
Agarwal, Ankush
1
Alos, Elisa
1
Menkens, Olaf
1
Nolan, Charles
1
Poulsen, Rolf
1
Wang, Yongjie
1
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
2
Working paper series : paper ...
2
Discussion paper series
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003549908
Saved in:
3
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
Saved in:
4
A note on the Malliavin differentiability of the Heston volatility
Alos, Elisa
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003082664
Saved in:
5
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
Saved in:
6
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
-
2024
Persistent link: https://www.econbiz.de/10014529902
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->