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A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10009841941
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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten; Ewald, Christian-Oliver - In: Quantitative finance 13 (2013) 6, pp. 939-954
Persistent link: https://www.econbiz.de/10010134652
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
Ewald, Christian-Oliver; Yang, Zhaojun - In: Mathematical methods of operations research 68 (2008) 1, pp. 97-124
Persistent link: https://www.econbiz.de/10008086260
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Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance
Ewald, Christian-Oliver; Nawar, Roy; Siu, Tak Kuen - In: Energy economics 36 (2013), pp. 97-107
Persistent link: https://www.econbiz.de/10010083743
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Asian and Australian options: A common perspective
Ewald, Christian-Oliver; Menkens, Olaf; Hung Marten … - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1001-1018
Persistent link: https://www.econbiz.de/10010094655
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Development under a concessionary agreement : a real option approach
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Investment management and financial innovations 7 (2010) 2, pp. 119-132
Persistent link: https://www.econbiz.de/10009910677
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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. 93-121
Persistent link: https://www.econbiz.de/10009251614
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How to find Nash equilibria with extreme total latency in network congestion games?
Zhang, Aihua; Ewald, Christian-Oliver - In: Mathematical methods of operations research 71 (2010) 2, pp. 245-266
Persistent link: https://www.econbiz.de/10008395230
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A banking explanation of the US velocity of money: 1919–2004
Wang, Wen-Kai; Ewald, Christian-Oliver - In: Journal of economic dynamics & control 34 (2010) 4, pp. 765-780
Persistent link: https://www.econbiz.de/10008398243
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Time-changed Lévy processes and option pricing
Carr, Peter; Wu, Liuren - In: Journal of financial economics 71 (2004) 1, pp. 113-142
Persistent link: https://www.econbiz.de/10006505043