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ORCIDChristian-Oliver Ewald
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2020 – today
- 2023
[j13]Ankush Agarwal
, Christian-Oliver Ewald, Yongjie Wang:
Hedging longevity risk in defined contribution pension schemes. Comput. Manag. Sci. 20(1): 11 (2023)- [i1]Christian-Oliver Ewald, Kevin Kamm:
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making. CoRR abs/2309.02970 (2023) - 2022
- [j12]Jilong Chen, Christian-Oliver Ewald, Ruolan Ouyang, Sjur Westgaard, Xiaoxia Xiao:
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Ann. Oper. Res. 313(1): 29-46 (2022) - 2021
- [j11]Christian-Oliver Ewald, Yihan Zou:
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? Eur. J. Oper. Res. 294(2): 801-815 (2021)
2010 – 2019
- 2019
- [j10]Christian-Oliver Ewald, Aihua Zhang, Zhe Zong:
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter. Ann. Oper. Res. 282(1-2): 119-130 (2019) - 2017
- [j9]Christian-Oliver Ewald, Johannes Geißler:
Optimal contracts for central bankers: Calls on inflation. Appl. Math. Comput. 292: 57-62 (2017) - 2013
- [j8]Sai Hung Marten Ting, Christian-Oliver Ewald, Wen-Kai Wang:
On the investment-uncertainty relationship in a real option model with stochastic volatility. Math. Soc. Sci. 66(1): 22-32 (2013) - 2011
- [j7]Zhaojun Yang, Christian-Oliver Ewald, Olaf Menkens:
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus. Math. Methods Oper. Res. 74(1): 93-120 (2011) - [j6]Christian-Oliver Ewald, Wen-Kai Wang:
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide. Math. Soc. Sci. 61(3): 146-151 (2011) - 2010
- [j5]Aihua Zhang, Christian-Oliver Ewald:
Optimal investment for a pension fund under inflation risk. Math. Methods Oper. Res. 71(2): 353-369 (2010) - [j4]Christian-Oliver Ewald, Wen-Kai Wang:
Irreversible investment with Cox-Ingersoll-Ross type mean reversion. Math. Soc. Sci. 59(3): 314-318 (2010)
2000 – 2009
- 2008
- [j3]Christian-Oliver Ewald, Zhaojun Yang:
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. Math. Methods Oper. Res. 68(1): 97-123 (2008) - 2007
- [j2]Christian-Oliver Ewald, John McNamara, Alasdair Houston:
Parental care as a differential game: A dynamic extension of the Houston-Davies game. Appl. Math. Comput. 190(2): 1450-1465 (2007) - 2006
- [j1]Christian-Oliver Ewald:
The Malliavin gradient method for the calibration of stochastic dynamical models. Appl. Math. Comput. 175(2): 1332-1352 (2006)
Coauthor Index
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