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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
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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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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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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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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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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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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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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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A note on the Malliavin differentiability of the Heston volatility
Alos, Elisa (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003082664