Christian-Oliver Ewald
Orcid: 0000-0003-3288-0164
According to our database1,
Christian-Oliver Ewald
authored at least 14 papers
between 2006 and 2023.
Collaborative distances:
Collaborative distances:
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Bibliography
2023
Comput. Manag. Sci., December, 2023
CoRR, 2023
2022
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil.
Ann. Oper. Res., 2022
2021
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., 2021
2019
On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter.
Ann. Oper. Res., 2019
2017
2013
On the investment-uncertainty relationship in a real option model with stochastic volatility.
Math. Soc. Sci., 2013
2011
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide.
Math. Soc. Sci., 2011
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus.
Math. Methods Oper. Res., 2011
2010
Math. Soc. Sci., 2010
Math. Methods Oper. Res., 2010
2008
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
Math. Methods Oper. Res., 2008
2007
Parental care as a differential game: A dynamic extension of the Houston-Davies game.
Appl. Math. Comput., 2007
2006
Appl. Math. Comput., 2006