Ewald C.-O.
Ewald C.-O.
Professor of Financial Economics
Email verificata su glasgow.ac.uk
Titolo
Citata da
Citata da
Anno
Malliavin differentiability of the Heston volatility and applications to option pricing
E Als, CO Ewald
Advances in Applied Probability 40 (1), 144-162, 2008
962008
Risk minimization in stochastic volatility models: model risk and empirical performance
R Poulsen, KR Schenk-Hopp, CO Ewald
Quantitative Finance 9 (6), 693-704, 2009
752009
Risk minimization in stochastic volatility models: model risk and empirical performance
R Poulsen, KR Schenk-Hopp, CO Ewald
Quantitative Finance 9 (6), 693-704, 2009
662009
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
562008
Optimal investment for a pension fund under inflation risk
A Zhang, CO Ewald
Mathematical Methods of Operations Research 71 (2), 353-369, 2010
502010
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
482008
Optimal management and inflation protection for defined contribution pension plans
A Zhang, R Korn, CO Ewald
Bltter der DGVFM 28 (2), 239-258, 2007
442007
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
352010
Irreversible investment with Cox–Ingersoll–Ross type mean reversion
CO Ewald, WK Wang
Mathematical Social Sciences 59 (3), 314-318, 2010
262010
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
252010
Geometric mean reversion: formulas for the equilibrium density and analytic moment matching
CO Ewald, Z Yang
Available at SSRN 999561, 2007
252007
A new technique for calibrating stochastic volatility models: the Malliavin gradient method
CO Ewald, A Zhang
Quantitative Finance 6 (02), 147-158, 2006
212006
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
192013
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
192013
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
192010
Local volatility in the Heston model: a Malliavin calculus approach
CO Ewald
International Journal of Stochastic Analysis 2005 (3), 307-322, 2005
182005
Local volatility in the Heston model: a Malliavin calculus approach
CO Ewald
International Journal of Stochastic Analysis 2005 (3), 307-322, 2005
182005
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
152017
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
142011
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