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Christian-Oliver Ewald

SSRN Author Rank: 372 by Downloads and 9,871 by Citations

 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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. Christian-Oliver Ewald's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,124
Total
Citations
43
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
11,429
(198)
 

2.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
29 Mar 07
6,975
(490)
 

3.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
28 Mar 07
5,694
(730)
 

4.  
Risk Minimization in Stochastic Volatility Models: Model Risk and Empirical Performance | Show Abstract | Download This Paper | Open PDF in Browser |
FINRISK Working Paper No. 361, Swiss Finance Institute Research Paper No. 07-10
Number of Pages in PDF File: 23
Poulsen, Rolf
University of Copenhagen - Department of Statistics and Operations Research
Schenk-Hoppé, Klaus Reiner
University of Manchester - Department of Economics
Ewald, Christian-Oliver
University of Glasgow
Posted:
23 Feb 07
Last Revised:
04 Dec 07
792
(20,325)
5

5.  
Ewald, Christian-Oliver
University of Glasgow
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Posted:
11 Jul 07
731
(21,399)
4

6.   Incl. Electronic Paper
Ewald, Christian-Oliver
University of Glasgow
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Xiao, Yajun
University of Freiburg - Department of Economics
Posted:
19 Jan 07
Last Revised:
07 Dec 09
668
(27,025)
 

7.  
Analytical Pairs Trading Under Different Assumptions on the Spread and Ratio Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
23rd Australasian Finance and Banking Conference 2010 Paper
Number of Pages in PDF File: 40
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
653
(24,864)
 

8.  
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Posted:
13 Jan 07
Last Revised:
14 Oct 08
482
(39,486)
7

9.  
Ewald, Christian-Oliver
University of Glasgow
Schenk-Hoppé, Klaus Reiner
University of Manchester - Department of Economics
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Posted:
20 Jan 07
404
(49,421)
 

10.  
Alos, Elisa
University of Pompeu Fabra - Department of Economics
Ewald, Christian-Oliver
University of Glasgow
Posted:
16 May 07
375
(53,555)
8

11.  
Alos, Elisa
University of Pompeu Fabra - Department of Economics
Ewald, Christian-Oliver
University of Glasgow
Posted:
15 Nov 05
358
(58,655)
1

12.  
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
334
(62,430)
 

13.  
Zhang, Aihua
University of Leicester - Department of Mathematics
Korn, Ralf
University of Kaiserslautern - Department of Mathematics
Ewald, Christian-Oliver
University of Glasgow
Posted:
29 Mar 07
322
(64,368)
1

14.  
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:
13 Mar 15
317
(61,006)
 

15.  
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
286
(75,042)
4

16.  
Pricing and Hedging of Asian Options: Quasi-Explicit Solutions via Malliavin Calculus | Show Abstract | Download This Paper | Open PDF in Browser |
Mathematical Methods of Operations Research, Volume 74, Number 1, pp. 93-120, 2011
Number of Pages in PDF File: 39
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Menkens, Olaf
Dublin City University - School of Mathematical Sciences
Posted:
30 Jun 09
Last Revised:
16 Sep 13
260
(77,046)
1

17.  
Ewald, Christian-Oliver
University of Glasgow
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Posted:
03 Oct 07
239
(92,966)
1

18.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
06 Sep 09
Last Revised:
15 Jul 13
235
(88,672)
 

19.  
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Posted:
21 Jan 08
Last Revised:
14 Apr 08
194
(112,452)
3

20.  
Ewald, Christian-Oliver
University of Glasgow
Xiao, Yajun
University of Freiburg - Department of Economics
Posted:
08 May 07
Last Revised:
26 Apr 11
182
(117,425)
1

21.  
Ewald, Christian-Oliver
University of Glasgow
Zhang, Hai
University of Glasgow - Adam Smith Business School
Posted:
21 Aug 14
Last Revised:
23 Feb 15
150
(132,113)
 

22.  
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
150
(136,467)
 

23.  
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
150
(137,175)
1

24.  
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
149
(139,407)
 

25.  
Chavanasporn, Walailuck
affiliation not provided to SSRN
Ewald, Christian-Oliver
University of Glasgow
Posted:
26 Feb 08
138
(150,113)
 

26.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of St. Andrews - School of Economics and Finance
Posted:
16 Jan 08
Last Revised:
01 Feb 10
137
(150,951)
 

27.  
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
131
(155,396)
1

28.  
Wang, Wen-Kai
National University of Kaohsiung - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Posted:
30 Apr 08
130
(158,117)
4

29.  
Ewald, Christian-Oliver
University of Glasgow
Posted:
19 Jan 07
125
(165,854)
 

30.  
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
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
119
(172,078)
 

31.  
Ewald, Christian-Oliver
University of Glasgow
Zhang, Aihua
University of Leicester - Department of Mathematics
Posted:
05 Apr 12
Last Revised:
26 May 16
117
(144,929)
 

32.  
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
113
(176,484)
 

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
108
(176,484)
 

34.  
Chavanasporn, Walailuck
affiliation not provided to SSRN
Ewald, Christian-Oliver
University of Glasgow
Posted:
19 Jul 10
108
(173,156)
1

35.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of St. Andrews - School of Economics and Finance
Posted:
08 Dec 08
Last Revised:
01 Feb 10
104
(189,622)
 

36.  
Ewald, Christian-Oliver
University of Glasgow
Yor, Marc
Université Paris VI Pierre et Marie Curie
Posted:
03 Jul 14
Last Revised:
13 Feb 15
103
(185,898)
 

37.  
Ewald, Christian-Oliver
University of Glasgow
Ouyang, Ruolan
University of Glasgow - Adam Smith Business School
Siu, Tak-Kuen
Macquarie University, Faculty of Business and Economics
Posted:
10 Mar 15
Last Revised:
17 Apr 15
90
(158,117)
 

38.  
Ewald, Christian-Oliver
University of Glasgow
Zhang, Aihua
University of Leicester - Department of Mathematics
Nolan, Charles
University of St. Andrews
Posted:
05 Apr 12
Last Revised:
13 Oct 15
82
(197,562)
 

39.  
Ting, Sai Hung Marten
University of Sydney
Ewald, Christian-Oliver
University of Glasgow
Posted:
23 Sep 10
Last Revised:
28 Sep 11
82
(217,919)
 

40.  
Christoforidou, Amalia
University of Glasgow - Adam Smith Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
15 May 15
Last Revised:
21 May 15
68
(174,293)
 

41.  
Chavanasporn, Walailuck
affiliation not provided to SSRN
Ewald, Christian-Oliver
University of Glasgow
Posted:
19 Jul 10
65
(249,802)
 

42.  
Ting, Sai Hung Marten
University of Sydney
Ewald, Christian-Oliver
University of Glasgow
Posted:
04 Oct 11
63
(251,813)
 

43.  
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
60
(260,210)
 

44.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of St. Andrews - School of Economics and Finance
Posted:
05 Jul 10
Last Revised:
18 Oct 12
60
(255,980)
 

45.  
Ewald, Christian-Oliver
University of Glasgow
Salehi, Pariya
University of Glasgow - Adam Smith Business School
Posted:
23 Feb 15
48
(207,293)
 

46.  
Chen, Jilong
University of Glasgow - Adam Smith Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
08 Feb 14
39
(290,552)
 

47.  
Christoforidou, Amalia
University of Glasgow - Adam Smith Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
22 May 15
38
(182,286)
 

48.  
Ewald, Christian-Oliver
University of Glasgow
Yor, Marc
Université Paris VI Pierre et Marie Curie
Posted:
03 May 15
Last Revised:
14 Sep 15
18
(355,343)
 

49.  
Christoforidou, Amalia
University of Glasgow - Adam Smith Business School
Ewald, Christian-Oliver
University of Glasgow
Posted:
06 Jun 15
14
(359,308)
 

50.  
Hedging Crude Oil Derivatives in GARCH-Type Models | Show Abstract | Add to Cart |
Journal of Energy Markets, Vol. 7, No. 1, 2014
Number of Pages in PDF File: 24
Kuen Siu, Tak
City University London
Nawar, Roy
Barclays Securities
Ewald, Christian-Oliver
University of Glasgow
Posted:
06 Jun 16
0
(505,505)
 

51.  
Markets for Inflation‐Indexed Bonds as Mechanisms for Efficient Monetary Policy | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 25, Issue 4, pp. 869-889, 2015
Number of Pages in PDF File: 21
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of St. Andrews - School of Economics and Finance
Posted:
14 Sep 15
0
(505,505)
 

52.  
Asian and Australian options: A common perspective | Show Abstract |
Journal of Economic Dynamics and Control, Vol. 37, No. 5, 2013
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
 

53.  
Ewald, Christian-Oliver
University of Glasgow
Geissler, Johannes
University of St. Andrews - School of Economics and Finance
Posted:
01 Apr 09
Last Revised:
18 Oct 12
 

54.  
Insider Trading in Stochastic Volatility Models | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 8, No. 3, 2005
Ewald, Christian-Oliver
University of Glasgow
Posted:
08 Oct 08
 

55.  
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
Ewald, Christian-Oliver
University of Glasgow
McNamara, John
affiliation not provided to SSRN
Houston, Alasdair
affiliation not provided to SSRN
Posted:
30 Apr 08
 

56.  
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
Ewald, Christian-Oliver
University of Glasgow
Posted:
30 Apr 08
 

57.  
Continuous Time Evolutionary Market Dynamics: The Case of Fix-Mix Strategies | Show Abstract |
Investment Management and Financial Innovations, Vol. 5, No. 1, March 2008
Yang, Zhaojun
South University of Science and Technology of China - Department of Finance
Ewald, Christian-Oliver
University of Glasgow
Posted:
24 Apr 08
 

58.  
Ewald, Christian-Oliver
University of Glasgow
Zhang, Aihua
University of Leicester - Department of Mathematics
Posted:
16 Jan 08
 

59.  
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
Ewald, Christian-Oliver
University of Glasgow
Posted:
16 Jan 08
 

60.  
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
Ewald, Christian-Oliver
University of Glasgow
Posted:
03 Jan 08
 


Records 1 - 60 of 60 matches
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