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Optimal Contracts for Central...
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Option pricing theory
34
Optionspreistheorie
34
Volatilität
24
Stochastic process
23
Stochastischer Prozess
23
Volatility
23
Theorie
20
Theory
20
Hedging
17
Option trading
14
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14
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12
Rohstoffderivat
12
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11
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11
Asian options
10
Risiko
10
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10
Real options analysis
9
Realoptionsansatz
9
Dynamic programming
7
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7
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7
Sterblichkeit
7
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6
Pension fund
6
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6
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6
Altersvorsorge
5
Control theory
5
Derivatives
5
Erdöl
5
Gesetzliche Rentenversicherung
5
Inflation
5
Kontrolltheorie
5
Malliavin calculus
5
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5
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Free
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Ewald, Christian-Oliver
141
Yang, Zhaojun
23
Wang, Wen-Kai
15
Ewald, Christian
14
Zhang, Aihua
13
Menkens, Olaf
11
Ting, Sai Hung Marten
11
Chavanasporn, Walailuck
10
Xiao, Yajun
10
Haugom, Erik
9
Lien, Gudbrand
9
Størdal, Ståle
9
Agarwal, Ankush
6
Chen, Jilong
6
Schenk-Hoppé, Klaus Reiner
6
Zou, Yihan
6
Nawar, Roy
5
Ouyang, Ruolan
5
Siu, Tak-Kuen
5
Wang, Yongjie
5
Alos, Elisa
4
Carr, Peter
4
Geissler, Johannes
4
Poulsen, Rolf
4
Wu, Yuexiang
4
Yor, Marc
4
Christoforidou, Amalia
3
Siu, Tak Kuen
3
Song, Pengcheng
3
Wang, Wen-kai
3
Zhang, Hai
3
EWALD, CHRISTIAN-OLIVER
2
Gregory, Ian
2
Hadina, Jelena
2
Hung Marten Ting, Sai
2
Kanthan, Leslie
2
Knox, Pieter
2
Korn, Ralf
2
Nolan, Charles
2
Salehi, Pariya
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
2
Institut für Schweizerisches Bankwesen <Zürich>
2
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Journal of economic dynamics & control
6
Mathematical methods of operations research
6
Computational Statistics
3
MPRA Paper
3
Mathematical Methods of Operations Research
3
Mathematical Social Sciences
3
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3
Quantitative Finance
3
CRIEFF Discussion Papers
2
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2
Decisions in Economics and Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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Finance research letters
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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Investment management and financial innovations
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Journal of Economic Dynamics and Control
2
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23rd Australasian Finance and Banking Conference 2010 Paper
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American journal of agricultural economics
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Application of operations research to financial markets
1
Applied Mathematical Finance
1
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
Computational Economics
1
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European journal of operational research : EJOR
1
FINRISK Working Paper
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Finance Research Letters
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Financial modeling and risk management of energy and environmental instruments and derivates
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Insurance / Mathematics & economics
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International review of financial analysis
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ECONIS (ZBW)
117
RePEc
29
OLC EcoSci
9
USB Cologne (business full texts)
2
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11
A stochastic differential Fishery game for a two species fish population with ecological interaction
Wang, Wen-Kai
;
Ewald, Christian-Oliver
- In:
Journal of economic dynamics & control
34
(
2010
)
5
,
pp. 844-857
Persistent link: https://www.econbiz.de/10003972962
Saved in:
12
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
Saved in:
13
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
Saved in:
14
Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003549908
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15
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:
16
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
Saved in:
17
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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18
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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19
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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20
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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