Concepedia

Christian‐Oliver Ewald

CE

34

Publications

785

Citations

17

H-Index

2005

Active since

Affiliations

University of Glasgow(Current)

The University of Sydney

Adam Smith Institute

University of Inland Norway

University of St Andrews

Christian‐Oliver Ewald is an author at University of Glasgow specializing in business, asset pricing, and finance.

Top concepts

BusinessEconomicsAsset PricingFinanceOption PricingEngineeringEconomic AnalysisMultivariate Stochastic VolatilityRisk ManagementStochastic Calculus

Publications per year

2005–2023

34

Publications

34

Optimal investment for a pension fund under inflation risk

Aihua Zhang, Christian‐Oliver Ewald · Mathematical Methods of Operations Research · 2009 · 78 citations

Economics, Portfolio Optimization, Asset Pricing +5

Risk minimization in stochastic volatility models: model risk and empirical performance

Rolf Poulsen, Klaus Reiner Schenk–Hoppé, Christian‐Oliver Ewald · Quantitative Finance · 2009 · 72 citations

Volatility Modeling, Engineering, Usual Delta Hedges +18

Malliavin differentiability of the Heston volatility and applications to option pricing

Elisa Alòs, Christian‐Oliver Ewald · Advances in Applied Probability · 2008 · 72 citations · Full text

Option Pricing, Heston Volatility, Asset Pricing +8

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

Christian‐Oliver Ewald, Zhaojun Yang · Mathematical Methods of Operations Research · 2007 · 49 citations

Economics, Option Pricing, Asset Pricing +10

A stochastic differential Fishery game for a two species fish population with ecological interaction

Wenkai Wang, Christian‐Oliver Ewald · Journal of Economic Dynamics and Control · 2009 · 30 citations

Ecological Interaction, Sustainable Fishery, Game Theory +3

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