//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ewald, Christian-Oliver"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Accounting for the impact of h...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
30
Optionspreistheorie
30
Volatility
13
Volatilität
13
Stochastic process
11
Stochastischer Prozess
11
Option trading
10
Optionsgeschäft
10
Hedging
7
Derivat
6
Derivative
6
Asian options
3
Australia
3
Australien
3
Commodity derivative
3
Econometrics
3
Financial market
3
Finanzmarkt
3
Risikomanagement
3
Risk management
3
Rohstoffderivat
3
Ökonometrie
3
Asia
2
Asien
2
Black-Scholes model
2
Black-Scholes-Modell
2
Derivatives
2
Real options analysis
2
Realoptionsansatz
2
Risiko
2
Risk
2
Theorie
2
Theory
2
Agricultural commodities
1
Aquaculture
1
Aquakultur
1
Armut
1
Asset pricing
1
Australian options
1
Benchmarking
1
more ...
less ...
Online availability
All
Free
19
Undetermined
4
Type of publication
All
Book / Working Paper
21
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
30
Author
All
Ewald, Christian-Oliver
Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Carr, Peter
61
Takahashi, Akihiko
61
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
45
Wystup, Uwe
43
Hull, John
42
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Jarrow, Robert A.
35
Belomestny, Denis
34
Chesney, Marc
33
Kim, Young Shin
33
Christoffersen, Peter F.
32
Fusai, Gianluca
32
Korn, Ralf
31
Siu, Tak Kuen
31
Wang, Xingchun
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Schwartz, Eduardo S.
30
Platen, Eckhard
29
Račev, Svetlozar T.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
Yang, Zhaojun
28
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
2
American journal of agricultural economics
1
Application of operations research to financial markets
1
Applied mathematical finance
1
Discussion paper series
1
Finance research letters
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Mathematical social sciences
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
Saved in:
2
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter
Ewald, Christian-Oliver
;
Zhang, Aihua
;
Zong, Zhe
- In:
Application of operations research to financial markets
,
(pp. 119-130)
.
2019
Persistent link: https://www.econbiz.de/10012157367
Saved in:
3
On the market-consistent valuation of fish farms : using the real option approach and salmon futures
Ewald, Christian-Oliver
;
Ouyang, Ruolan
;
Siu, Tak Kuen
- In:
American journal of agricultural economics
99
(
2017
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10011761182
Saved in:
4
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
Saved in:
5
On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 536-549
Persistent link: https://www.econbiz.de/10011969088
Saved in:
6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
7
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin Calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
-
2009
Persistent link: https://www.econbiz.de/10003884274
Saved in:
8
Irreversible investment with Cox-Ingersoll-Ross type mean reversion
Ewald, Christian-Oliver
;
Wang, Wen-Kai
- In:
Mathematical social sciences
59
(
2010
)
3
,
pp. 314-318
Persistent link: https://www.econbiz.de/10009300886
Saved in:
9
Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
Saved in:
10
Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->