Access Statistics for Christian-Oliver Ewald

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 1 184 2 5 7 417
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 0 0 54 2 2 5 296
INFORMATION: PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL 0 0 0 42 1 1 2 164
Malliavin differentiability of the Heston volatility and applications to option pricing 0 0 0 64 1 1 3 187
Optimal management and inflation protection for defined contribution pension plans 0 0 0 82 2 2 8 354
Stochastic Volatility: Risk Minimization and Model Risk 0 0 0 127 1 1 2 277
Total Working Papers 0 1 1 553 9 12 27 1,695


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control 0 0 1 48 0 0 1 135
A new technique for calibrating stochastic volatility models: the Malliavin gradient method 0 0 0 191 0 1 2 393
A note on the Malliavin derivative operator under change of variable 0 0 0 30 0 0 0 83
A stochastic differential Fishery game for a two species fish population with ecological interaction 0 0 0 29 0 0 6 113
An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield 0 0 1 5 0 2 4 13
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide 0 0 0 11 0 0 1 54
Asian and Australian options: A common perspective 0 0 0 9 0 1 3 39
Asymptotic Solutions for Australian Options with Low Volatility 0 0 0 1 0 0 0 23
Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model 0 0 1 14 1 1 4 61
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk 0 0 0 6 0 0 6 36
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS 0 0 1 3 1 1 2 10
Irreversible investment with Cox-Ingersoll-Ross type mean reversion 1 1 1 15 1 1 2 92
MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY 0 0 0 5 0 1 2 20
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance 0 0 0 9 2 7 15 60
OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET 0 0 0 1 0 1 1 3
On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options 0 0 1 6 0 0 7 39
On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures 0 0 1 10 0 1 5 27
On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities 0 0 0 0 1 3 7 17
On the effects of changing mortality patterns on investment, labour and consumption under uncertainty 0 0 3 3 0 1 9 22
On the investment–uncertainty relationship in a real option model with stochastic volatility 0 0 1 13 0 0 3 48
On the non-equilibrium density of geometric mean reversion 0 0 0 20 0 1 2 78
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model 0 0 0 1 1 1 2 12
On the qualitative effect of volatility and duration on prices of Asian options 0 0 0 14 0 0 3 71
Optimal investment for a pension fund under inflation risk 1 1 2 8 1 2 4 28
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus 0 1 1 3 0 1 2 12
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method 0 0 1 4 1 1 12 30
Privatization of businesses and flexible investment: a real option approach 0 0 0 5 0 0 1 42
Risk minimization in stochastic volatility models: model risk and empirical performance 0 0 1 26 0 0 4 137
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk 0 0 1 1 0 1 6 23
Total Journal Articles 2 3 17 491 9 28 116 1,721


Statistics updated 2020-09-04