Christian-Oliver Ewald : Citation Profile


Are you Christian-Oliver Ewald?

University of Glasgow

6

H index

5

i10 index

134

Citations

RESEARCH PRODUCTION:

29

Articles

6

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 11
   Journals where Christian-Oliver Ewald has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 17 (11.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pew4
   Updated: 2021-02-20    RAS profile: 2017-11-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian-Oliver Ewald.

Is cited by:

Yang, Zhaojun (6)

Leung, Tim (4)

Alexander, Carol (2)

Stöckl, Sebastian (2)

Engwerda, Jacob (2)

Fulli-Lemaire, Nicolas (2)

Forster, Martin (1)

La Torre, Davide (1)

Prigent, Jean-Luc (1)

Kabir, M. Humayun (1)

Almeida, Caio (1)

Cites to:

merton, robert (11)

hassett, kevin (6)

Metcalf, Gilbert (6)

Cao, Charles (6)

Chen, Zhiwu (6)

Bodie, Zvi (5)

Blake, David (4)

Pindyck, Robert (4)

Dowd, Kevin (3)

Benhamou, Eric (3)

Scheinkman, Jose (3)

Main data


Where Christian-Oliver Ewald has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control4
Mathematical Social Sciences3
Quantitative Finance3
Mathematical Methods of Operations Research3
Decisions in Economics and Finance2
International Journal of Theoretical and Applied Finance (IJTAF)2
Statistics & Probability Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Christian-Oliver Ewald (2021 and 2020)


YearTitle of citing document
2020Fast mean-reversion asymptotics for large portfolios of stochastic volatility models. (2018). Kolliopoulos, Nikolaos. In: Papers. RePEc:arx:papers:1811.08808.

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2020Confidence sets for dynamic poverty indexes. (2020). Regnault, Philippe ; de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2006.06595.

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2020A kind of optimal investment problem under inflation and uncertain time horizon. (2020). Wu, Zhen ; Wang, Haiyang ; Huang, Zongyuan . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:375:y:2020:i:c:s0096300320300539.

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2020Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield. (2020). Wu, Zhijian ; Ma, Chaoqun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302496.

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2020Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. (2020). Zheng, Harry ; Dong, Yinghui. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:341-356.

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2020Simple explicit formula for near-optimal stochastic lifestyling. (2020). Černý, Aleš ; Melicherik, Igor . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:769-778.

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2020Pareto Optima for a Class of Singular Control Games. (2020). Cont, Rama ; Xu, Renyuan ; Guo, Xin. In: Working Papers. RePEc:hal:wpaper:hal-03049246.

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2020Robust Estimation of Finite Horizon Dynamic Economic Models. (2020). TO, Maxime ; Jorgensen, Thomas H. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09898-8.

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2020A Stackelberg Game of Backward Stochastic Differential Equations with Applications. (2020). Shi, Jingtao ; Zheng, Yueyang. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:10:y:2020:i:4:d:10.1007_s13235-019-00341-z.

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2020Machine learning solutions to challenges in finance: An application to the pricing of financial products. (2020). Yang, Zhaojun ; Wang, Huamao ; Gan, Lirong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519312399.

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Works by Christian-Oliver Ewald:


YearTitleTypeCited
2015MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY In: Mathematical Finance.
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article1
2007Stochastic Volatility: Risk Minimization and Model Risk In: Swiss Finance Institute Research Paper Series.
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paper0
2007Closed-Form Solutions For European And Digital Calls In The Hull And White Stochastic Volatility Model And Their Relation To Locally R-Minimizing And Delta Hedges In: Swiss Finance Institute Research Paper Series.
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paper0
2010A stochastic differential Fishery game for a two species fish population with ecological interaction In: Journal of Economic Dynamics and Control.
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article7
2013Asian and Australian options: A common perspective In: Journal of Economic Dynamics and Control.
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article5
2015On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options In: Journal of Economic Dynamics and Control.
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article2
2016Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk In: Journal of Economic Dynamics and Control.
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article0
2013Minimal variance hedging of natural gas derivatives in exponential Lévy models: Theory and empirical performance In: Energy Economics.
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article2
2017Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method In: International Review of Financial Analysis.
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article1
2008On the qualitative effect of volatility and duration on prices of Asian options In: Finance Research Letters.
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article6
2017On the effects of changing mortality patterns on investment, labour and consumption under uncertainty In: Insurance: Mathematics and Economics.
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article0
2010Irreversible investment with Cox-Ingersoll-Ross type mean reversion In: Mathematical Social Sciences.
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article6
2011Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide In: Mathematical Social Sciences.
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article3
2013On the investment–uncertainty relationship in a real option model with stochastic volatility In: Mathematical Social Sciences.
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article4
2008A note on the Malliavin derivative operator under change of variable In: Statistics & Probability Letters.
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article1
2010On the non-equilibrium density of geometric mean reversion In: Statistics & Probability Letters.
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article1
2012A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control In: Computational Economics.
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article0
2017On the Market-consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures In: American Journal of Agricultural Economics.
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article3
2007Malliavin differentiability of the Heston volatility and applications to option pricing In: MPRA Paper.
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paper14
2007Optimal management and inflation protection for defined contribution pension plans In: MPRA Paper.
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paper16
2007INFORMATION : PRICE AND IMPACT ON GENERAL WELFARE AND OPTIMAL INVESTMENT. AN ANTICIPATIVE STOCHASTIC DIFFERENTIAL GAME MODEL. In: MPRA Paper.
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paper1
2010Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model In: Decisions in Economics and Finance.
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article4
2012Privatization of businesses and flexible investment: a real option approach In: Decisions in Economics and Finance.
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article1
2008Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk In: Mathematical Methods of Operations Research.
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article10
2010Optimal investment for a pension fund under inflation risk In: Mathematical Methods of Operations Research.
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article16
2011Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus In: Mathematical Methods of Operations Research.
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article1
2014Asymptotic Solutions for Australian Options with Low Volatility In: Applied Mathematical Finance.
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article0
2013On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model In: Quantitative Finance.
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article0
2006A new technique for calibrating stochastic volatility models: the Malliavin gradient method In: Quantitative Finance.
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article2
2009Risk minimization in stochastic volatility models: model risk and empirical performance In: Quantitative Finance.
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article23
2017An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield In: Marine Resource Economics.
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article2
2005A note on the Malliavin differentiability of the Heston volatility In: Economics Working Papers.
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paper2
2005OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2009IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2017On the Performance of the Comonotonicity Approach for Pricing Asian Options in Some Benchmark Models from Equities and Commodities In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article0

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