Access Statistics for Christian-Oliver Ewald

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Note on the Malliavin differentiability of the Heston Volatility	0	3	17	130	0	5	33	291
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	0	2	13	26	2	6	36	72
INFORMATION: PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL	3	4	6	24	4	12	27	77
Malliavin differentiability of the Heston volatility and applications to option pricing	1	3	7	42	1	3	16	107
OPTIMAL MANAGEMENT AND INFLATION PROTECTION FOR DEFINED CONTRIBUTION PENSION PLANS	1	2	16	49	5	10	63	183
On the Qualitative Effect of Volatility and Duration on Prices of Asian Options	3	7	17	57	10	23	66	132
Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus	3	10	11	11	14	28	31	31
Stochastic Volatility: Risk Minimization and Model Risk	2	9	31	75	4	15	54	124
Total Working Papers	13	40	118	414	40	102	326	1,017

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new technique for calibrating stochastic volatility models: the Malliavin gradient method	2	4	19	155	2	5	37	292
A note on the Malliavin derivative operator under change of variable	2	5	13	13	3	9	33	33
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS	3	8	17	17	7	26	60	60
OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET	1	1	4	9	5	10	21	28
On the qualitative effect of volatility and duration on prices of Asian options	0	1	4	4	5	9	21	21
Total Journal Articles	8	19	57	198	22	59	172	434

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Statistics updated 2009-12-07