Christian-Oliver Ewald

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2023 J jnl
Hedging longevity risk in defined contribution pension schemes.
Comput. Manag. Sci.
Ankush Agarwal, Christian-Oliver Ewald, Yongjie Wang
2023 J jnl
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making.
CoRR
Christian-Oliver Ewald, Kevin Kamm
2022 J jnl
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil.
Ann. Oper. Res.
Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao
2021 J jnl
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?
Eur. J. Oper. Res.
Christian-Oliver Ewald, Yihan Zou
2019 J jnl
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter.
Ann. Oper. Res.
Christian-Oliver Ewald, Aihua Zhang, Zhe Zong
2017 J jnl
Optimal contracts for central bankers: Calls on inflation.
Appl. Math. Comput.
Christian-Oliver Ewald, Johannes Geißler
2013 J jnl
On the investment-uncertainty relationship in a real option model with stochastic volatility.
Math. Soc. Sci.
Sai Hung Marten Ting, Christian-Oliver Ewald, Wen-Kai Wang
2011 J jnl
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide.
Math. Soc. Sci.
Christian-Oliver Ewald, Wen-Kai Wang
2011 J jnl
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus.
Math. Methods Oper. Res.
Zhaojun Yang, Christian-Oliver Ewald, Olaf Menkens
2010 J jnl
Irreversible investment with Cox-Ingersoll-Ross type mean reversion.
Math. Soc. Sci.
Christian-Oliver Ewald, Wen-Kai Wang
2010 J jnl
Optimal investment for a pension fund under inflation risk.
Math. Methods Oper. Res.
Aihua Zhang, Christian-Oliver Ewald
2008 J jnl
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
Math. Methods Oper. Res.
Christian-Oliver Ewald, Zhaojun Yang
2007 J jnl
Parental care as a differential game: A dynamic extension of the Houston-Davies game.
Appl. Math. Comput.
Christian-Oliver Ewald, John McNamara, Alasdair Houston
2006 J jnl
The Malliavin gradient method for the calibration of stochastic dynamical models.
Appl. Math. Comput.
Christian-Oliver Ewald