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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
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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
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Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun; Ewald, Christian-Oliver; Xiao, Yajun - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 152-178
Persistent link: https://www.econbiz.de/10003855756
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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
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Dynamic voluntary provision of public goods with uncertainty : a stochastic differential game model
Wang, Wen-kai; Ewald, Christian-Oliver - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 2, pp. 97-116
Persistent link: https://www.econbiz.de/10008668150
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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
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Irreversible investment with Cox-Ingersoll-Ross type mean reversion
Ewald, Christian-Oliver; Wang, Wen-Kai - In: Mathematical social sciences 59 (2010) 3, pp. 314-318
Persistent link: https://www.econbiz.de/10009300886
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A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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Privatization of businesses and flexible investment : a real option approach
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Decisions in economics and finance : DEF ; a journal of … 35 (2012) 1, pp. 75-89
Persistent link: https://www.econbiz.de/10009656938
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Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation : a practical guide
Ewald, Christian-Oliver; Wang, Wen-kai - In: Mathematical social sciences 61 (2011) 3, pp. 146-151
Persistent link: https://www.econbiz.de/10009305599