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 0 1 190 2 5 17 449
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 3 5 11 319
Hedging longevity risk in defined contribution pension schemes 0 0 0 8 2 7 14 57
INFORMATION: PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL 0 0 1 43 1 3 12 182
Malliavin differentiability of the Heston volatility and applications to option pricing 0 0 0 67 3 5 13 219
On the Adaptation of the Lagrange Formalism to Continuous Time Stochastic Optimal Control: A Lagrange-Chow Redux 0 0 0 3 1 8 19 28
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making 0 0 0 1 2 2 4 7
On the Qualitative Effect of Volatility and Duration on Prices of Asian Options 0 0 0 82 0 0 5 270
Optimal management and inflation protection for defined contribution pension plans 0 0 3 88 5 7 25 398
Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus 0 0 0 60 0 0 4 219
Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty 0 0 0 1 1 1 12 14
Sharing of longevity basis risk in pension schemes with income-drawdown guarantees 0 0 0 17 2 3 6 16
Sharing of longevity basis risk in pension schemes with income-drawdown guarantees 0 0 1 9 3 6 16 52
Stochastic Volatility: Risk Minimization and Model Risk 0 0 0 129 1 1 8 293
Total Working Papers 0 0 6 754 26 53 166 2,523

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 2 6 9
A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control 0 0 0 50 2 3 6 148
A new technique for calibrating stochastic volatility models: the Malliavin gradient method 0 0 0 191 2 3 11 408
A note on the Malliavin derivative operator under change of variable 0 0 0 33 2 2 7 95
A stochastic differential Fishery game for a two species fish population with ecological interaction 0 0 1 33 6 9 18 147
An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield 0 0 1 11 2 2 8 33
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 0 10 2 4 9 33
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide 0 0 0 16 3 4 13 76
Asian and Australian options: A common perspective 0 0 0 11 4 5 10 63
Asymptotic Solutions for Australian Options with Low Volatility 0 0 0 2 4 4 6 31
Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model 0 0 1 17 2 2 8 77
Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk 0 0 0 11 4 9 12 62
Hedging longevity risk in defined contribution pension schemes 0 0 2 3 3 6 17 34
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS 0 0 0 4 4 5 15 31
Intra-day seasonality and abnormal returns in the Brent crude oil futures market 0 0 2 2 2 5 10 10
Irreversible investment with Cox-Ingersoll-Ross type mean reversion 0 0 0 19 6 7 14 115
Local volatility in the Heston model: a Malliavin calculus approach 0 0 0 0 1 4 11 16
MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY 0 0 0 7 1 2 4 29
Market efficiency across intra-daily sampling frequencies for Brent crude oil futures 1 2 2 2 7 13 17 17
Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance 0 0 0 10 1 3 10 88
OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET 0 0 0 3 1 1 7 16
On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options 0 0 0 7 2 3 14 72
On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales 0 0 0 0 0 1 4 21
On the Effects of Physical Climate Risks on the Chinese Energy Sector 0 0 0 2 1 1 6 16
On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures 0 0 1 13 2 5 16 55
On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities 0 0 1 6 3 3 12 43
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux 0 1 1 1 0 3 9 14
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter 0 0 2 19 8 11 48 105
On the effects of changing mortality patterns on investment, labour and consumption under uncertainty 0 0 0 4 4 5 9 41
On the impact of feeding cost risk in aquaculture valuation and decision making 0 0 0 1 2 2 5 9
On the investment–uncertainty relationship in a real option model with stochastic volatility 0 0 0 15 1 1 9 65
On the non-equilibrium density of geometric mean reversion 0 0 0 22 2 2 7 93
On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model 0 0 0 2 1 3 6 22
On the predictive power of food commodity futures prices in forecasting inflation 0 0 0 0 1 2 2 2
On the qualitative effect of volatility and duration on prices of Asian options 0 0 1 21 0 6 13 106
Optimal contracts for central bankers: Calls on inflation 0 0 0 3 2 3 5 23
Optimal income drawdown and investment with longevity basis risk 0 0 1 1 0 1 5 5
Optimal investment for a pension fund under inflation risk 0 0 2 25 7 9 20 82
Pricing Asian options with stochastic convenience yield and jumps 0 0 0 4 3 5 14 24
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus 0 0 0 5 1 4 11 32
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil 0 0 2 15 6 10 21 50
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method 0 0 0 12 10 20 33 103
Privatization of businesses and flexible investment: a real option approach 0 0 0 7 5 5 9 59
Real options, risk aversion and markets: A corporate finance perspective 0 1 4 13 2 6 21 51
Riding the Nordic German Power-Spread: The Einar Aas Experiment 1 1 5 5 5 8 23 28
Risk minimization in stochastic volatility models: model risk and empirical performance 0 0 1 33 3 5 13 168
Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures 0 0 1 1 0 1 7 8
Special Issue of Quantitative Finance on ‘Business Analytics in Banking and Finance’ 0 1 2 2 2 5 10 10
Special Issue of on ‘Commodity Markets’ 0 0 0 2 3 4 8 15
Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data 0 0 1 4 4 4 12 31
The market for salmon futures: an empirical analysis of the Fish Pool using the Schwartz multi-factor model 0 0 0 3 4 6 11 31
The pricing of total loss absorption capacity bonds in a jump-diffusion model with regime-switching 0 0 0 0 7 8 9 9
The role of news sentiment in salmon price prediction using deep learning 0 0 2 2 5 9 47 55
Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets? 1 2 4 18 4 10 27 95
Trading time seasonality in electricity futures 0 0 5 13 9 13 41 52
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk 0 0 0 2 3 10 18 47
Total Journal Articles 3 8 45 718 171 289 744 3,180

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Statistics updated 2026-05-06