Christian-Oliver Ewald
Names
first: |
Christian-Oliver |
last: |
Ewald |
Contact
Affiliations
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University of Glasgow
→ Adam Smith Business School
→ Department of Economics
- website
- location: Glasgow, United Kingdom
Research profile
author of:
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A new technique for calibrating stochastic volatility models: the Malliavin gradient method
by Christian-Oliver Ewald & Aihua Zhang
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A note on the Malliavin differentiability of the Heston volatility
by Elisa Alòs & Christian-Olivier Ewald
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Malliavin differentiability of the Heston volatility and applications to option pricing
by Alos, Elisa & Ewald, Christian-Oliver
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Optimal management and inflation protection for defined contribution pension plans
by Zhang, Aihua & Korn, Ralf & Ewald, Christian-Oliver
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INFORMATION : PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL.
by Ewald, Christian-Oliver & Xiao, Yajun
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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
by Christian-Olivier Ewald & Klaus Reiner Schenk-Hoppe & Zhaojun Yang
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Stochastic Volatility: Risk Minimization and Model Risk
by Christian-Olivier Ewald & Rolf Poulsen & Klaus Reiner Schenk-Hoppe
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A note on the Malliavin derivative operator under change of variable
by Ewald, Christian-Oliver
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On the qualitative effect of volatility and duration on prices of Asian options
by Carr, Peter & Ewald, Christian-Oliver & Xiao, Yajun
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Risk minimization in stochastic volatility models: model risk and empirical performance
by Rolf Poulsen & Klaus Reiner Schenk-Hoppe & Christian-Oliver Ewald
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A stochastic differential Fishery game for a two species fish population with ecological interaction
by Wang, Wen-Kai & Ewald, Christian-Oliver
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On the non-equilibrium density of geometric mean reversion
by Yang, Zhaojun & Ewald, Christian-Oliver
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Irreversible investment with Cox-Ingersoll-Ross type mean reversion
by Ewald, Christian-Oliver & Wang, Wen-Kai
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Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model
by Wen-Kai Wang & Christian-Oliver Ewald
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Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide
by Ewald, Christian-Oliver & Wang, Wen-Kai
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A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
by Walailuck Chavanasporn & Christian-Oliver Ewald
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Privatization of businesses and flexible investment: a real option approach
by Walailuck Chavanasporn & Christian-Oliver Ewald
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Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance
by Ewald, Christian-Oliver & Nawar, Roy & Siu, Tak Kuen
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On the investment–uncertainty relationship in a real option model with stochastic volatility
by Ting, Sai Hung Marten & Ewald, Christian-Oliver & Wang, Wen-Kai
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Asian and Australian options: A common perspective
by Ewald, Christian-Oliver & Menkens, Olaf & Hung Marten Ting, Sai
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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
by Sai Hung Marten Ting & Christian-Oliver Ewald
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Optimal investment for a pension fund under inflation risk
by Aihua Zhang & Christian-Oliver Ewald
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
by Christian-Oliver Ewald & Zhaojun Yang
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Asymptotic Solutions for Australian Options with Low Volatility
by Sai Hung Marten Ting & Christian-Oliver Ewald
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Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus
by Zhaojun Yang & Christian-Oliver Ewald & Olaf Menkens
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MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY
by Christian-Oliver Ewald & Johannes Geissler
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On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options
by Ewald, Christian-Oliver & Yor, Marc
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Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
by Ewald, Christian-Oliver & Zhang, Hai
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An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield
by Christian-Oliver Ewald & Ruolan Ouyang
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On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities
by Jilong Chen & Christian Ewald
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IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS
by ZHAOJUN YANG & CHRISTIAN-OLIVER EWALD & YAJUN XIAO
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On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures
by Christian-Oliver Ewald & Ruolan Ouyang & Tak Kuen Siu
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method
by Chen, Jilong & Ewald, Christian-Oliver
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On the effects of changing mortality patterns on investment, labour and consumption under uncertainty
by Ewald, Christian-Oliver & Zhang, Aihua
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OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET
by CHRISTIAN-OLIVER EWALD