| Malliavin differentiability of the Heston volatility and applications to option pricing E Alos, CO Ewald Advances in Applied Probability 40 (1), 144-162, 2008 | 116 | 2008 |
| Optimal investment for a pension fund under inflation risk A Zhang, CO Ewald Mathematical Methods of Operations Research 71 (2), 353-369, 2010 | 87 | 2010 |
| Risk minimization in stochastic volatility models: model risk and empirical performance R Poulsen, KR Schenk-Hoppé, CO Ewald Quantitative Finance 9 (6), 693-704, 2009 | 86 | 2009 |
| Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk CO Ewald, Z Yang Mathematical Methods of Operations Research 68, 97-123, 2008 | 63 | 2008 |
| Optimal management and inflation protection for defined contribution pension plans A Zhang, R Korn, CO Ewald Blätter der DGVFM 28 (2), 239-258, 2007 | 57 | 2007 |
| On the qualitative effect of volatility and duration on prices of Asian options P Carr, CO Ewald, Y Xiao Finance Research Letters 5 (3), 162-171, 2008 | 49 | 2008 |
| Sustainable Yields in Fisheries: Uncertainty, risk‐aversion, and mean‐variance analysis CO EWALD, WENKAI WANG Natural Resource Modeling 23 (3), 303-323, 2010 | 44 | 2010 |
| A stochastic differential fishery game for a two species fish population with ecological interaction WK Wang, CO Ewald Journal of Economic Dynamics and Control 34 (5), 844-857, 2010 | 37 | 2010 |
| On the Market‐consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures CO Ewald, R Ouyang, TK Siu American Journal of Agricultural Economics 99 (1), 207-224, 2017 | 34 | 2017 |
| Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model WK Wang, CO Ewald Decisions in Economics and Finance 33, 97-116, 2010 | 30 | 2010 |
| Irreversible investment with Cox–Ingersoll–Ross type mean reversion CO Ewald, WK Wang Mathematical Social Sciences 59 (3), 314-318, 2010 | 28 | 2010 |
| Geometric mean reversion: formulas for the equilibrium density and analytic moment matching CO Ewald, Z Yang Available at SSRN 999561, 2007 | 28 | 2007 |
| On the investment–uncertainty relationship in a real option model with stochastic volatility SHM Ting, CO Ewald, WK Wang Mathematical Social Sciences 66 (1), 22-32, 2013 | 27 | 2013 |
| Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model CO Ewald, E Haugom, L Kanthan, G Lien, P Salehi, S Størdal Aquaculture Economics & Management 26 (2), 171-191, 2022 | 25 | 2022 |
| Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump? C Ewald, Y Zou European Journal of Operational Research 294 (2), 801-815, 2021 | 24 | 2021 |
| A new technique for calibrating stochastic volatility models: the Malliavin gradient method CO Ewald, A Zhang Quantitative Finance 6 (02), 147-158, 2006 | 24 | 2006 |
| On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman filter CO Ewald, A Zhang, Z Zong Annals of Operations Research 282, 119-130, 2019 | 22 | 2019 |
| An analysis of the fish pool market in the context of seasonality and stochastic convenience yield CO Ewald, R Ouyang Marine Resource Economics 32 (4), 431-449, 2017 | 19 | 2017 |
| Local volatility in the Heston model: a Malliavin calculus approach CO Ewald International Journal of Stochastic Analysis 2005 (3), 307-322, 2005 | 19 | 2005 |
| Generalized’Lion & Man’Game of R. Rado KA Sh Contributions to Game Theory and Management 2, 8-20, 2009 | 18 | 2009 |
Klaus Reiner Schenk-HoppéUniversity of Manchester and NHHยืนยันอีเมลแล้วที่ manchester.ac.uk