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 1 1 1 190 3 7 9 439
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 56 0 2 2 310
Hedging longevity risk in defined contribution pension schemes 0 0 0 8 4 5 7 49
INFORMATION: PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL 0 0 1 43 1 3 4 174
Malliavin differentiability of the Heston volatility and applications to option pricing 0 0 0 67 3 3 5 211
On the Adaptation of the Lagrange Formalism to Continuous Time Stochastic Optimal Control: A Lagrange-Chow Redux 0 0 1 3 1 4 8 15
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making 0 0 0 1 0 1 2 5
On the Qualitative Effect of Volatility and Duration on Prices of Asian Options 0 0 0 82 2 3 3 268
Optimal management and inflation protection for defined contribution pension plans 1 1 3 88 4 10 14 387
Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus 0 0 0 60 2 3 3 218
Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty 0 0 1 1 2 3 10 10
Sharing of longevity basis risk in pension schemes with income-drawdown guarantees 0 1 1 9 1 3 6 39
Sharing of longevity basis risk in pension schemes with income-drawdown guarantees 0 0 0 17 1 1 3 12
Stochastic Volatility: Risk Minimization and Model Risk 0 0 0 129 4 5 6 290
Total Working Papers 2 3 8 754 28 53 82 2,427

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA 0 0 0 0 0 0 1 4
A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control 0 0 0 50 1 3 3 145
A new technique for calibrating stochastic volatility models: the Malliavin gradient method 0 0 0 191 1 4 6 403
A note on the Malliavin derivative operator under change of variable 0 0 0 33 0 1 2 89
A stochastic differential Fishery game for a two species fish population with ecological interaction 0 0 0 32 3 4 7 135
An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield 0 0 2 11 1 1 6 29
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? 0 0 1 10 0 1 4 26
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide 0 0 1 16 2 3 5 67
Asian and Australian options: A common perspective 0 0 0 11 0 0 0 53
Asymptotic Solutions for Australian Options with Low Volatility 0 0 0 2 0 1 1 26
Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model 0 0 1 17 1 3 5 74
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk 0 0 0 11 0 0 1 51
Hedging longevity risk in defined contribution pension schemes 0 1 1 2 2 7 10 25
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS 0 0 0 4 2 6 6 22
Irreversible investment with Cox-Ingersoll-Ross type mean reversion 0 0 1 19 1 3 5 105
Local volatility in the Heston model: a Malliavin calculus approach 0 0 0 0 1 3 3 8
MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY 0 0 0 7 0 1 1 26
Market efficiency across intra-daily sampling frequencies for Brent crude oil futures 0 0 0 0 2 4 4 4
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance 0 0 0 10 3 4 5 83
OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET 0 0 0 3 1 3 4 12
On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options 0 0 0 7 2 6 8 64
On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales 0 0 0 0 1 1 3 18
On the Effects of Physical Climate Risks on the Chinese Energy Sector 0 0 2 2 0 0 10 12
On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures 0 1 1 13 5 6 9 47
On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities 0 0 1 6 0 2 5 36
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux 0 0 0 0 1 4 8 11
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter 0 0 3 19 3 5 11 66
On the effects of changing mortality patterns on investment, labour and consumption under uncertainty 0 0 0 4 2 2 2 34
On the impact of feeding cost risk in aquaculture valuation and decision making 0 0 0 1 2 2 3 6
On the investment–uncertainty relationship in a real option model with stochastic volatility 0 0 1 15 3 5 8 62
On the non-equilibrium density of geometric mean reversion 0 0 0 22 1 1 1 87
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model 0 0 0 2 0 1 2 17
On the qualitative effect of volatility and duration on prices of Asian options 0 0 1 21 2 3 6 98
Optimal contracts for central bankers: Calls on inflation 0 0 0 3 1 1 1 19
Optimal income drawdown and investment with longevity basis risk 1 1 1 1 1 1 1 1
Optimal investment for a pension fund under inflation risk 0 0 2 25 7 7 12 72
Pricing Asian options with stochastic convenience yield and jumps 0 0 0 4 4 4 5 15
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus 0 0 0 5 2 4 5 26
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil 0 0 3 15 1 3 8 36
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method 0 0 0 12 1 6 10 78
Privatization of businesses and flexible investment: a real option approach 0 0 0 7 1 3 3 53
Real options, risk aversion and markets: A corporate finance perspective 0 2 3 12 3 7 16 42
Riding the Nordic German Power-Spread: The Einar Aas Experiment 0 0 4 4 5 9 13 18
Risk minimization in stochastic volatility models: model risk and empirical performance 0 0 3 33 0 3 7 160
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures 0 1 1 1 0 5 5 6
Special Issue of on ‘Commodity Markets’ 0 0 0 2 0 2 2 9
Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data 0 1 1 4 0 1 5 22
The market for salmon futures: an empirical analysis of the Fish Pool using the Schwartz multi-factor model 0 0 0 3 0 4 6 25
The role of news sentiment in salmon price prediction using deep learning 0 0 2 2 20 25 39 43
Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets? 0 0 3 16 3 5 14 79
Trading time seasonality in electricity futures 2 3 6 13 6 12 20 30
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk 0 0 0 2 1 4 5 34
Total Journal Articles 3 10 45 705 99 196 332 2,713

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Statistics updated 2026-01-09