The following pages link to Christian-Oliver Ewald (Q429544):
Displaying 50 items.
- A numerical method for solving stochastic optimal control problems with linear control (Q429545) (← links)
- Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158) (← links)
- Summation test for gap penalties and strong law of the local alignment score (Q558686) (← links)
- Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model (Q604676) (← links)
- A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA (Q609732) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Random spheres and operads (Q855155) (← links)
- Malliavin calculus of Bismut type without probability (Q861777) (← links)
- Term-structure models. A graduate course (Q930271) (← links)
- Petty corruption (Q946360) (← links)
- Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
- On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
- A stochastic differential Fishery game for a two species fish population with ecological interaction (Q964553) (← links)
- Optimal investment for a pension fund under inflation risk (Q966427) (← links)
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
- Learning to signal: Analysis of a micro-level reinforcement model (Q1004397) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Malliavin calculus on extensions of abstract Wiener spaces (Q1012022) (← links)
- American options under proportional transaction costs: pricing, hedging and stopping algorithms for long and short positions (Q1028005) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- (Q1402920) (redirect page) (← links)
- Exact functionals and their core (Q1402921) (← links)
- Decompositions of the category of noncommutative sets and Hochschild and cyclic homology. (Q1407199) (← links)
- On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (Q1657477) (← links)
- On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
- Optimal contracts for central bankers: calls on inflation (Q1732817) (← links)
- Non-Gaussian Malliavin calculus on real Lie algebras (Q1763937) (← links)
- Hochschild- and cyclic-homology of LCNT-spaces (Q1771558) (← links)
- Privatization of businesses and flexible investment: a real option approach (Q1938896) (← links)
- A lattice method for option evaluation with regime-switching asset correlation structure (Q1983725) (← links)
- Asian and Australian options: a common perspective (Q1994236) (← links)
- Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil (Q2150836) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter (Q2288928) (← links)
- Parental care as a differential game: a dynamic extension of the Houston-Davies game (Q2383885) (← links)
- Dynamically stable sets in infinite strategy spaces (Q2427132) (← links)
- Language structure: psychological and social constraints (Q2460193) (← links)
- Optimal management and inflation protection for defined contribution pension plans (Q2465906) (← links)
- Integration by parts formula for locally smooth laws and applications to sensitivity computations (Q2467110) (← links)
- A note on the Malliavin derivative operator under change of variable (Q2476826) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- The Malliavin gradient method for the calibration of stochastic dynamical models (Q2493710) (← links)
- Local volatility in the Heston model: a Malliavin calculus approach (Q2498183) (← links)
- Anticipative stochastic differential equations with nonsmooth diffusion coefficient (Q2505396) (← links)
- On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406) (← links)
- Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model (Q2996571) (← links)
- OPTIMAL LOGARITHMIC UTILITY AND OPTIMAL PORTFOLIOS FOR AN INSIDER IN A STOCHASTIC VOLATILITY MARKET (Q3023916) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- MARKETS FOR INFLATION-INDEXED BONDS AS MECHANISMS FOR EFFICIENT MONETARY POLICY (Q3195496) (← links)
- (Q3400138) (← links)
