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Disambiguation of "Ewald, Christian-Oliver"

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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.

, and . Math. Methods Oper. Res., 68 (1): 97-123 (2008)

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Christian-Oliver Ewald

Christian Ewald

Christian Ewald

Christian Ewald

Christian-Ewald Kleist

 

Other publications of authors with the same name

Hedging longevity risk in defined contribution pension schemes., , and . Comput. Manag. Sci., 20 (1): 11 (December 2023)Irreversible investment with Cox-Ingersoll-Ross type mean reversion., and . Math. Soc. Sci., 59 (3): 314-318 (2010)On the investment-uncertainty relationship in a real option model with stochastic volatility., , and . Math. Soc. Sci., 66 (1): 22-32 (2013)A new technique for calibrating stochastic volatility models: the Malliavin gradient method, and . Quantitative Finance, 6 (2): 147--158 (2006)Optimal investment for a pension fund under inflation risk., and . Math. Methods Oper. Res., 71 (2): 353-369 (2010)Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk., and . Math. Methods Oper. Res., 68 (1): 97-123 (2008)On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making., and . CoRR, (2023)Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil., , , , and . Ann. Oper. Res., 313 (1): 29-46 (2022)Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus., , and . Math. Methods Oper. Res., 74 (1): 93-120 (2011)Parental care as a differential game: A dynamic extension of the Houston-Davies game., , and . Appl. Math. Comput., 190 (2): 1450-1465 (2007)