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Markets for inflation-indexed bonds as mechanisms for efficient monetary policy

Ewald, Christian-Oliver; Geissler, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 869-889

Persistent link: https://www.econbiz.de/10011350504

On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter

Ewald, Christian-Oliver; Zhang, Aihua; Zong, Zhe - In: Application of operations research to financial markets, (pp. 119-130). 2019

Persistent link: https://www.econbiz.de/10012157367

On the market-consistent valuation of fish farms : using the real option approach and salmon futures

Ewald, Christian-Oliver; Ouyang, Ruolan; Siu, Tak Kuen - In: American journal of agricultural economics 99 (2017) 1, pp. 207-224

Persistent link: https://www.econbiz.de/10011761182

An analysis of the fish pool market in the context of seasonality and stochastic convenience yield

Ewald, Christian-Oliver; Ouyang, Ruolan - In: Marine resource economics 32 (2017) 4, pp. 431-449

Persistent link: https://www.econbiz.de/10011761821

Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk

Ewald, Christian-Oliver; Zhang, Hai - In: Journal of economic dynamics & control 71 (2016), pp. 45-59

Persistent link: https://www.econbiz.de/10011708768

Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?

Ewald, Christian; Zou, Yihan - In: European journal of operational research : EJOR 294 (2021) 2, pp. 801-815

Persistent link: https://www.econbiz.de/10012595911

Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method

Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151

Persistent link: https://www.econbiz.de/10011868721

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

Ewald, Christian-Oliver; Yang, Zhaojun - In: Computational Statistics 68 (2008) 1, pp. 97-123

We study the classical real option problem in which an agent faces the decision if and when to invest optimally into a project. The investment is assumed to be irreversible. This problem has been studied by Myers and Majd (Adv Futures Options Res 4:1–21, 1990) for the case of a complete...

Persistent link: https://www.econbiz.de/10010847880

Optimal investment for a pension fund under inflation risk

Zhang, Aihua; Ewald, Christian-Oliver - In: Computational Statistics 71 (2010) 2, pp. 353-369

This paper investigates an optimal investment problem faced by a defined contribution (DC) pension fund manager under inflationary risk. It is assumed that a representative member of a DC pension plan contributes a fixed share of his salary to the pension fund during the finite time horizon [0,...

Persistent link: https://www.econbiz.de/10010847885

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

Ewald, Christian-Oliver; Yang, Zhaojun - In: Mathematical Methods of Operations Research 68 (2008) 1, pp. 97-123

Persistent link: https://www.econbiz.de/10010999885