The Malliavin gradient method for the calibration of stochastic dynamical models. - Christian-Oliver Ewald (Appl. Math. Comput., 2006)

Parental care as a differential game: A dynamic extension of the Houston-Davies game. - Christian-Oliver Ewald; John McNamara; Alasdair Houston (Appl. Math. Comput., 2007)

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. - Christian-Oliver Ewald; Zhaojun Yang (Math. Methods Oper. Res., 2008)

Optimal investment for a pension fund under inflation risk. - Aihua Zhang 001; Christian-Oliver Ewald (Math. Methods Oper. Res., 2010)

Irreversible investment with Cox-Ingersoll-Ross type mean reversion. - Christian-Oliver Ewald; Wen-Kai Wang (Math. Soc. Sci., 2010)

Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus. - Zhaojun Yang; Christian-Oliver Ewald; Olaf Menkens (Math. Methods Oper. Res., 2011)

Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide. - Christian-Oliver Ewald; Wen-Kai Wang (Math. Soc. Sci., 2011)

On the investment-uncertainty relationship in a real option model with stochastic volatility. - Sai Hung Marten Ting; Christian-Oliver Ewald; Wen-Kai Wang (Math. Soc. Sci., 2013)

Optimal contracts for central bankers: Calls on inflation. - Christian-Oliver Ewald; Johannes Geißler (Appl. Math. Comput., 2017)

On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter. - Christian-Oliver Ewald; Aihua Zhang 001; Zhe Zong (Ann. Oper. Res., 2019)

Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? - Christian-Oliver Ewald; Yihan Zou (Eur. J. Oper. Res., 2021)

Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. - Jilong Chen; Christian-Oliver Ewald; Ruolan Ouyang; Sjur Westgaard; Xiaoxia Xiao (Ann. Oper. Res., 2022)

On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making. - Christian-Oliver Ewald; Kevin Kamm (CoRR, 2023)

Hedging longevity risk in defined contribution pension schemes. - Ankush Agarwal; Christian-Oliver Ewald; Yongjie Wang (Comput. Manag. Sci., 2023)