| Malliavin differentiability of the Heston volatility and applications to option pricing E Alòs, CO Ewald Advances in Applied Probability 40 (1), 144-162, 2008 | 96 | 2008 |
| 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 | 75 | 2009 |
| 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 | 66 | 2009 |
| 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 (1), 97-123, 2008 | 56 | 2008 |
| Optimal investment for a pension fund under inflation risk A Zhang, CO Ewald Mathematical Methods of Operations Research 71 (2), 353-369, 2010 | 50 | 2010 |
| 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 | 48 | 2008 |
| Optimal management and inflation protection for defined contribution pension plans A Zhang, R Korn, CO Ewald Blätter der DGVFM 28 (2), 239-258, 2007 | 44 | 2007 |
| Still jumping on the balance beam: Continued use of perceptual motor programs in Australian schools J Stephenson, M Carter, K Wheldall Australian journal of Education 51 (1), 6-18, 2007 | 36* | 2007 |
| Sustainable Yields in Fisheries: Uncertainty, risk‐aversion, and mean‐variance analysis CO EWALD, WENKAI WANG Natural Resource Modeling 23 (3), 303-323, 2010 | 35 | 2010 |
| Irreversible investment with Cox–Ingersoll–Ross type mean reversion CO Ewald, WK Wang Mathematical Social Sciences 59 (3), 314-318, 2010 | 26 | 2010 |
| 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 | 25 | 2010 |
| Geometric mean reversion: formulas for the equilibrium density and analytic moment matching CO Ewald, Z Yang Available at SSRN 999561, 2007 | 25 | 2007 |
| A new technique for calibrating stochastic volatility models: the Malliavin gradient method CO Ewald, A Zhang Quantitative Finance 6 (02), 147-158, 2006 | 21 | 2006 |
| 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 | 19 | 2013 |
| 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 | 19 | 2013 |
| Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model WK Wang, CO Ewald Decisions in Economics and Finance 33 (2), 97-116, 2010 | 19 | 2010 |
| Local volatility in the Heston model: a Malliavin calculus approach CO Ewald International Journal of Stochastic Analysis 2005 (3), 307-322, 2005 | 18 | 2005 |
| Local volatility in the Heston model: a Malliavin calculus approach CO Ewald International Journal of Stochastic Analysis 2005 (3), 307-322, 2005 | 18 | 2005 |
| 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 | 15 | 2017 |
| Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus Z Yang, CO Ewald, O Menkens Mathematical methods of operations research 74 (1), 93, 2011 | 14 | 2011 |
Klaus Reiner Schenk-HoppéUniversity of Manchester and NHHEmail verificata su manchester.ac.uk
