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Christian Ewald
Christian Ewald
Professor of Economics
Verified email at inn.no
Title
Cited by
Cited by
Year
Malliavin differentiability of the Heston volatility and applications to option pricing
E Alos, CO Ewald
Advances in Applied Probability 40 (1), 144-162, 2008
1132008
Risk minimization in stochastic volatility models: model risk and empirical performance
R Poulsen, KR Schenk-Hoppé, CO Ewald
Quantitative Finance 9 (6), 693-704, 2009
842009
Optimal investment for a pension fund under inflation risk
A Zhang, CO Ewald
Mathematical Methods of Operations Research 71 (2), 353-369, 2010
802010
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
CO Ewald, Z Yang
Mathematical Methods of Operations Research 68, 97-123, 2008
622008
Optimal management and inflation protection for defined contribution pension plans
A Zhang, R Korn, CO Ewald
Blätter der DGVFM 28 (2), 239-258, 2007
562007
On the qualitative effect of volatility and duration on prices of Asian options
P Carr, CO Ewald, Y Xiao
Finance Research Letters 5 (3), 162-171, 2008
502008
Sustainable Yields in Fisheries: Uncertainty, risk‐aversion, and mean‐variance analysis
CO EWALD, WENKAI WANG
Natural Resource Modeling 23 (3), 303-323, 2010
442010
A stochastic differential fishery game for a two species fish population with ecological interaction
WK Wang, CO Ewald
Journal of Economic Dynamics and Control 34 (5), 844-857, 2010
342010
On the Market‐consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures
CO Ewald, R Ouyang, TK Siu
American Journal of Agricultural Economics 99 (1), 207-224, 2017
302017
Irreversible investment with Cox–Ingersoll–Ross type mean reversion
CO Ewald, WK Wang
Mathematical Social Sciences 59 (3), 314-318, 2010
282010
Geometric mean reversion: formulas for the equilibrium density and analytic moment matching
CO Ewald, Z Yang
Available at SSRN 999561, 2007
272007
Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model
WK Wang, CO Ewald
Decisions in Economics and Finance 33, 97-116, 2010
262010
On the investment–uncertainty relationship in a real option model with stochastic volatility
SHM Ting, CO Ewald, WK Wang
Mathematical Social Sciences 66 (1), 22-32, 2013
252013
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter
CO Ewald, A Zhang, Z Zong
Annals of Operations Research 282, 119-130, 2019
242019
A new technique for calibrating stochastic volatility models: the Malliavin gradient method
CO Ewald, A Zhang
Quantitative Finance 6 (02), 147-158, 2006
222006
Local volatility in the Heston model: a Malliavin calculus approach
CO Ewald
International Journal of Stochastic Analysis 2005 (3), 307-322, 2005
192005
An analysis of the fish pool market in the context of seasonality and stochastic convenience yield
CO Ewald, R Ouyang
Marine Resource Economics 32 (4), 431-449, 2017
182017
Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model
CO Ewald, E Haugom, L Kanthan, G Lien, P Salehi, S Størdal
Aquaculture Economics & Management 26 (2), 171-191, 2022
172022
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?
C Ewald, Y Zou
European Journal of Operational Research 294 (2), 801-815, 2021
162021
Generalized’Lion & Man’Game of R. Rado
KA Sh
Contributions to Game Theory and Management 2, 8-20, 2009
162009
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