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Ewald, Christian-Oliver


 SSRN Author Rank: 304 by Downloads
 Professor, Chair in Financial Economics
 

University of Glasgow


 Adam Smith Building
 Glasgow, Scotland G12 8RT
 United Kingdom
 email address
 Research Affiliate
 

Center for Dynamic Macroeconomic Analysis, University of St. Andrews - School of Economics and Finance


 Castlecliffe
 The Scores
 St. Andrews, Fife KY16 9AL
 United Kingdom
 +44(0)1334 462435 (Phone)
 HOME PAGE: http://www.maths.usyd.edu.au/u/ewald/
 email address

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. Ewald, Christian-Oliver's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
31,151
Total
Citations
46
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
02 Apr 07
11,001
(153)
 

2.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
29 Mar 07
6,532
(406)
 

3.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
28 Mar 07
5,518
(554)
 

4.  
Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance | Show Abstract | Download |
FINRISK Working Paper No. 361, Swiss Finance Institute Research Paper No. 07-10
Working Paper Series
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Schenk-Hoppé, Klaus Reiner
University of Leeds - Leeds University Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
23 Feb 07
Last Revised:
04 Dec 07
746
(16,585)
6

5.  
Ewald, Christian-Oliver
University of Glasgow
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Posted:
11 Jul 07
624
(21,468)
4

6.   Incl. Electronic Paper
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Ewald, Christian-Oliver
University of Glasgow
Xiao, Yajun
University of Freiburg - Department of Economics
Posted:
19 Jan 07
Last Revised:
07 Dec 09
564
(24,649)
 

7.  
Analytical Pairs Trading Under Different Assumptions on the Spread and Ratio Dynamics | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
Gregory, Ian
University of Sydney - School of Mathematics and Statistics
Ewald, Christian-Oliver
University of Glasgow
Knox, Pieter
affiliation not provided to SSRN
Posted:
25 Aug 10
Last Revised:
05 Apr 11
538
(26,278)
 

8.  
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Ewald, Christian-Oliver
University of Glasgow
Posted:
13 Jan 07
Last Revised:
14 Oct 08
470
(31,469)
8

9.  
Ewald, Christian-Oliver
University of Glasgow
Schenk-Hoppé, Klaus Reiner
University of Leeds - Leeds University Business School
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Posted:
20 Jan 07
379
(41,291)
 

10.  
Alos, Elisa
University of Pompeu Fabra - Department of Economics
Ewald, Christian-Oliver
University of Glasgow
Posted:
16 May 07
357
(44,362)
9

11.  
Alos, Elisa
University of Pompeu Fabra - Department of Economics
Ewald, Christian-Oliver
University of Glasgow
Posted:
15 Nov 05
347
(45,900)
1

12.  
Zhang, Aihua
University of Munich (LMU)
Korn, Ralf
University of Kaiserslautern - Department of Mathematics
Ewald, Christian-Oliver
University of Glasgow
Posted:
29 Mar 07
311
(52,249)
1

13.  
Ewald, Christian-Oliver
University of Glasgow
Nawar, Roy
University of Sydney
Siu, Tak-Kuen
Macquarie University, Faculty of Business and Economics
Posted:
25 May 11
Last Revised:
27 Jul 11
298
(54,888)
 

14.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Ewald, Christian-Oliver
University of Glasgow
Xiao, Yajun
University of Freiburg - Department of Economics
Posted:
24 Jan 08
266
(62,516)
4

15.  
Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus | Show Abstract | Download |
Mathematical Methods of Operations Research, Volume 74, Number 1, pp. 93-120, 2011
Accepted Paper Series
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Ewald, Christian-Oliver
University of Glasgow
Menkens, Olaf
Dublin City University - School of Mathematical Sciences
Posted:
30 Jun 09
Last Revised:
16 Sep 13
231
(72,590)
1

16.  
Ewald, Christian-Oliver
University of Glasgow
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Posted:
03 Oct 07
229
(73,282)
1

17.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
06 Sep 09
Last Revised:
15 Jul 13
212
(79,364)
 

18.  
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Ewald, Christian-Oliver
University of Glasgow
Posted:
21 Jan 08
Last Revised:
14 Apr 08
193
(87,196)
3

19.  
Ewald, Christian-Oliver
University of Glasgow
Nawar, Roy
University of Sydney
Ouyang, Ruolan
University of Glasgow - Adam Smith Business School
Siu, Tak-Kuen
Macquarie University, Faculty of Business and Economics
Posted:
28 Aug 12
Last Revised:
14 Feb 14
180
(93,215)
 

20.  
Ewald, Christian-Oliver
University of Glasgow
Xiao, Yajun
University of Freiburg - Department of Economics
Posted:
08 May 07
Last Revised:
26 Apr 11
177
(94,704)
1

21.  
Ewald, Christian-Oliver
University of Glasgow
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Posted:
28 Sep 08
Last Revised:
16 Apr 09
139
(117,343)
1

22.  
Chavanasporn, Walailuck
affiliation not provided to SSRN
Ewald, Christian-Oliver
University of Glasgow
Posted:
26 Feb 08
136
(119,543)
 

23.  
Ting, Sai Hung Marten
University of Sydney
Ewald, Christian-Oliver
University of Glasgow
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Posted:
25 May 11
Last Revised:
16 Sep 12
133
(121,827)
 

24.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of Saint Andrews - School of Economics and Finance
Posted:
16 Jan 08
Last Revised:
01 Feb 10
130
(124,142)
 

25.  
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Posted:
30 Apr 08
126
(127,277)
4

26.  
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Posted:
09 Mar 08
Last Revised:
16 Apr 09
123
(130,584)
1

27.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
19 Jan 07
123
(129,808)
 

28.  
Ewald, Christian-Oliver
University of Glasgow
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Posted:
07 Apr 09
Last Revised:
08 Nov 09
120
(132,255)
 

29.  
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Ewald, Christian-Oliver
University of Glasgow
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Posted:
07 Aug 07
Last Revised:
11 May 10
115
(136,607)
 

30.  
Ewald, Christian-Oliver
University of Glasgow
Xiao, Yajun
University of Freiburg - Department of Economics
Zou, Yang
University of Kaiserslautern - Department of Mathematics
Siu, Tak-Kuen
Macquarie University, Faculty of Business and Economics
Posted:
26 Jun 09
Last Revised:
12 Jan 11
107
(144,004)
 

31.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of Saint Andrews - School of Economics and Finance
Posted:
08 Dec 08
Last Revised:
01 Feb 10
99
(152,075)
 

32.  
Chavanasporn, Walailuck
affiliation not provided to SSRN
Ewald, Christian-Oliver
University of Glasgow
Posted:
19 Jul 10
94
(157,430)
1

33.  
Ewald, Christian-Oliver
University of Glasgow
Nawar, Roy
University of Sydney
Siu, Tak-Kuen
Macquarie University, Faculty of Business and Economics
Posted:
13 Sep 12
85
(168,159)
 

34.  
Ewald, Christian-Oliver
University of Glasgow
Zhang, Aihua
University of Munich (LMU)
Posted:
05 Apr 12
Last Revised:
08 Jan 14
81
(173,228)
 

35.  
Ting, Sai Hung Marten
University of Sydney
Ewald, Christian-Oliver
University of Glasgow
Posted:
23 Sep 10
Last Revised:
28 Sep 11
70
(188,826)
 

36.  
Chavanasporn, Walailuck
affiliation not provided to SSRN
Ewald, Christian-Oliver
University of Glasgow
Posted:
19 Jul 10
63
(199,822)
 

37.  
Ewald, Christian-Oliver
University of Glasgow
Zhang, Aihua
University of Munich (LMU)
Nolan, Charles
University of St. Andrews
Posted:
05 Apr 12
Last Revised:
07 Oct 12
58
(208,382)
 

38.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of Saint Andrews - School of Economics and Finance
Posted:
05 Jul 10
Last Revised:
18 Oct 12
58
(208,382)
 

39.  
Gregory, Ian
University of Sydney - School of Mathematics and Statistics
Ewald, Christian-Oliver
University of Glasgow
Knox, Pieter
affiliation not provided to SSRN
Posted:
05 Apr 11
49
(225,376)
 

40.  
Ting, Sai Hung Marten
University of Sydney
Ewald, Christian-Oliver
University of Glasgow
Posted:
04 Oct 11
48
(227,438)
 

41.  
Chen, Jilong
University of Glasgow - Adam Smith Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
08 Feb 14
21
(301,708)
 

42.  
Asian and Australian options: A common perspective | Show Abstract |
Journal of Economic Dynamics and Control, Vol. 37, No. 5, 2013
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
Menkens, Olaf
Dublin City University - School of Mathematical Sciences
Ting, Sai Hung Marten
University of Sydney
Posted:
09 Sep 09
Last Revised:
17 Sep 13
 

43.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of Saint Andrews - School of Economics and Finance
Posted:
01 Apr 09
Last Revised:
18 Oct 12
 

44.  
Insider Trading in Stochastic Volatility Models | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 8, No. 3, 2005
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
Posted:
08 Oct 08
 

45.  
Parental Care as a Differential Game: A Dynamic Extension of the Houston-Davies Game | Show Abstract |
Applied Mathematics and Computation, Vol. 190, No. 2, pp. 1450-1465, July 15, 2007
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
McNamara, John
affiliation not provided to SSRN
Houston, Alasdair
affiliation not provided to SSRN
Posted:
30 Apr 08
 

46.  
The Malliavin Gradient Method for the Calibration of Stochastic Dynamical Models | Show Abstract |
Applied Mathematics and Computation, Vol. 175, No. 2, pp. 1332-1352, April 15, 2006
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
Posted:
30 Apr 08
 

47.  
Continuous Time Evolutionary Market Dynamics: The Case of Fix-Mix Strategies | Show Abstract |
Investment Management and Financial Innovations, Vol. 5, No. 1, March 2008
Accepted Paper Series
Yang, Zhaojun
Hunan University - School of Finance and Statistics
Ewald, Christian-Oliver
University of Glasgow
Posted:
24 Apr 08
 

48.  
A New Method for the Calibration of Stochastic Volatility Models: The Malliavin Gradient Method | Show Abstract |
Quantitative Finance, Vol. 6, No. 2, pp. 147-158, April 2006
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
Zhang, Aihua
University of Munich (LMU)
Posted:
16 Jan 08
 

49.  
The Malliavin Calculus and Stochastic Differential Games with Information Asymmetry | Show Abstract |
PROCEEDINGS OF THE SECOND CONFERENCE ON GAME THEORY AND APPLICATIONS, Hongwei Gao, Leon A. Petrosyan, eds., pp. 26-30, World Academic Union Ltd, September 2007
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
Posted:
16 Jan 08
 

50.  
Local Volatility in the Heston Model: A Malliavin Calculus Approach | Show Abstract |
Journal of Applied Mathematics and Stochastic Analysis, Vol. 2005, No. 3, pp. 307-322, 2005
Accepted Paper Series
Ewald, Christian-Oliver
University of Glasgow
Posted:
03 Jan 08
 


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