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A note on the Malliavin deriva...
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Ewald, Christian-Oliver
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Menkens, Olaf
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Ting, Sai Hung Marten
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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71
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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72
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
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73
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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74
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
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75
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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76
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
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77
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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Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
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79
A note on the Malliavin differentiability of the Heston volatility
Alos, Elisa
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003082664
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80
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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