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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
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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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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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Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549908
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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
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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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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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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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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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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