Professor Christian Ewald

  • Professor in Financial Economics (Economics)

telephone: 01413305354
email: Christian.Ewald@glasgow.ac.uk

Room 664 Level 6, Gilbert Scott Building, West Quadrangle, Glasgow G12 8QQ

Import to contacts

ORCID iDhttps://orcid.org/0000-0003-3288-0164

Biography

Christian is a Professor in Financial Economics. His fields of interest are Quantitative Finance, Risk-Management and Commodities. He was educated at the Universities of Mainz (MSc) and Heidelberg (PhD) and holds a higher doctorate (Habilitation) from the University of Kaiserslautern, all in Germany. He also holds Research Professorships at the University of Inland Norway and Umeå University in Sweden. He has previously held positions at the University of Sydney, Nottingham University Business School (China), University College Cork, University of St. Andrews and the University of Leeds. 

Research interests

Christian is a member of the Finance research cluster.

Areas of Expertise:

  • Quantitative finance
  • Commodities
  • Derivatives
  • Natural resources
  • Risk management

 

Publications

List by: Type | Date

Jump to: 2025 | 2024 | 2023 | 2022 | 2021 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 71.

2025

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Kamm, Kevin (2025) On the impact of biological risk in aquaculture valuation and decision making. Aquaculture, 603, 742368. (doi: 10.1016/j.aquaculture.2025.742368)

Agarwala, Ankush, Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, Yongjie (2025) Optimal income drawdown and investment with longevity basis risk. Scandinavian Actuarial Journal, (doi: 10.1080/03461238.2025.2455056) (Early Online Publication)

2024

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Li, Yaoyu (2024) The role of news sentiment in salmon price prediction using deep learning. Journal of Commodity Markets, 36, 100438. (doi: 10.1016/j.jcomm.2024.100438)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Huang, Chuyao and Ren, Yuyu (2024) On the effects of physical climate risks on the Chinese energy sector. Journal of Risk and Financial Management, 17(10), 458. (doi: 10.3390/jrfm17100458)

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Nolan, Charles ORCID logoORCID: https://orcid.org/0000-0002-7260-7472 (2024) On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-chow redux. Journal of Economic Dynamics and Control, 162, 104855. (doi: 10.1016/j.jedc.2024.104855)

2023

Agarwal, Ankush ORCID logoORCID: https://orcid.org/0000-0001-7826-9665, Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, Yonjie (2023) Hedging longevity risk in defined contribution pension schemes. Computational Management Science, 20(1), 11. (doi: 10.1007/s10287-023-00440-8)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Wu, Yuexiang and Zhang, Aihua (2023) Pricing Asian options with stochastic convenience yield and jumps. Quantitative Finance, 23(4), pp. 677-692. (doi: 10.1080/14697688.2022.2160799)

2022

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Haugom, Erik, Lien, Gudbrand, Størdal, Ståle and Wu, Yuexiang (2022) Trading time seasonality in commodity futures: an opportunity for arbitrage in the natural gas and crude oil markets? Energy Economics, 115, 106324. (doi: 10.1016/j.eneco.2022.106324)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Haugom, Erik, Lien, Gudbrand, Song, Pengcheng and Størdal, Ståle (2022) Riding the Nordic German power-spread: the Einar Aas experiment. Energy Journal, 43(5), (doi: 10.5547/01956574.43.5.cewa)

Chen, Jilong, Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Ouyang, Ruolan, Westgaard, Sjur and Xiao, Xiaoxia (2022) Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Annals of Operations Research, 313(1), pp. 29-46. (doi: 10.1007/s10479-021-04198-7)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Haugom, Erik, Kanthan, Leslie, Lien, Gudbrand, Salehi, Pariya and Størdal, Ståle (2022) Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model. Aquaculture Economics and Management, 26(2), pp. 171-191. (doi: 10.1080/13657305.2021.1958105)

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Taub, Bart ORCID logoORCID: https://orcid.org/0000-0003-1223-1386 (2022) Real options, risk aversion and markets: A corporate finance perspective. Journal of Corporate Finance, 72, 102164. (doi: 10.1016/j.jcorpfin.2022.102164)

2021

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Stochastic volatility: a tale of co-jumps, non-normality, GMM and high frequency data. Journal of Empirical Finance, 64, pp. 37-52. (doi: 10.1016/j.jempfin.2021.08.006)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? European Journal of Operational Research, 294(12), pp. 801-815. (doi: 10.1016/j.ejor.2021.02.004)

Amalia, Christoforidou and Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2021) A lattice method for option evaluation with regime-switching asset correlation structure. Journal of Industrial and Management Optimization, 17(4), pp. 1729-1752. (doi: 10.3934/jimo.2020042)

2019

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Zhang, Aihua and Zong, Zhe (2019) On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter. Annals of Operations Research, 282(1-2), pp. 119-130. (doi: 10.1007/s10479-018-2770-x)

Chen, Jilong, Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Kutan, Ali M. (2019) Time-dependent volatility in futures contract options. Investment Analysts Journal, 48(1), pp. 30-41. (doi: 10.1080/10293523.2018.1560114)

2018

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Yor, Marc (2018) On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of sub-martingales. Mathematical Finance, 28(2), pp. 536-549. (doi: 10.1111/mafi.12144)

2017

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Ouyang, Ruolan (2017) An analysis of the fish pool market in the context of seasonality and stochastic convenience yield. Marine Resource Economics, 32(4), pp. 431-449. (doi: 10.1086/693375)

Chen, Jilong and Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2017) Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method. International Review of Financial Analysis, 52, pp. 144-151. (doi: 10.1016/j.irfa.2017.05.002)

Chen, Jilong and Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2017) On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities. Review of Pacific Basin Financial Markets and Policies, 20(01), 1750005. (doi: 10.1142/S0219091517500059)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zhang, Aihua (2017) On the effects of changing mortality patterns on investment, labour and consumption under uncertainty. Insurance: Mathematics and Economics, 73, pp. 105-115. (doi: 10.1016/j.insmatheco.2017.01.008)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geißler, Johannes (2017) Optimal contracts for central bankers: calls on inflation. Applied Mathematics and Computation, 292, pp. 57-62. (doi: 10.1016/j.amc.2016.07.011)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Ouyang, Ruolan and Siu, Tak Kuen (2017) On the market consistent valuation of fish farms: using the real option approach and salmon futures. American Journal of Agricultural Economics, 99(1), pp. 207-224. (doi: 10.1093/ajae/aaw052)

2016

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Nawar, Roy, Ouyang, Ruolan and Siu, Tak Kuen (2016) The market for salmon futures: an empirical analysis of fish pool using the Schwartz multifactor model. Quantitative Finance, 16(12), pp. 1823-1842. (doi: 10.1080/14697688.2016.1211792)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zhang, Hai ORCID logoORCID: https://orcid.org/0000-0001-9319-346X (2016) Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk. Journal of Economic Dynamics and Control, 71, pp. 45-59. (doi: 10.1016/j.jedc.2016.07.007)

2015

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geissler, J. (2015) Markets for inflation-indexed bonds as mechanisms for efficient monetary policy. Mathematical Finance, 25(4), pp. 869-889. (doi: 10.1111/mafi.12039)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Yor, Marc (2015) On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options. Journal of Economic Dynamics and Control, 59, pp. 22-36. (doi: 10.1016/j.jedc.2015.07.004)

2014

Siu, T.K., Nawar, R. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2014) Hedging crude oil derivatives in GARCH-type models. Journal of Energy Markets, 7(1), pp. 1-24.

Ting, Sai Hung Marten and Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2014) Asymptotic solutions for Australian options with low volatility. Applied Mathematical Finance, 21(6), pp. 595-613. (doi: 10.1080/1350486X.2014.906973)

2013

Ting, S.H.M, Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2013) On the investment–uncertainty relationship in a real option model with stochastic volatility. Mathematical Social Sciences, 66(1), pp. 22-32. (doi: 10.1016/j.mathsocsci.2013.01.005)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Nawar, R. and Siu, T.K. (2013) Minimising risk when hedging crude oil options: jumps count. Energy Risk, 10, pp. 64-68.

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2013) Derivatives on nonstorable renewable resources: Fish futures and options, not so fishy after all. Natural Resource Modeling, 26(2), pp. 215-236. (doi: 10.1111/j.1939-7445.2012.00135.x)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Menkens, O. and Ting, S.H.M. (2013) Asian and Australian options: a common perspective. Journal of Economic Dynamics and Control, 37(5), pp. 1001-1018. (doi: 10.1016/j.jedc.2013.01.006)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Nawar, R. and Siu, T.K. (2013) Minimal variance hedging of natural gas derivatives in exponential Lévy models: theory and empirical performance. Energy Economics, 36, pp. 97-107. (doi: 10.1016/j.eneco.2012.12.004)

Ting, S.H.M. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2013) On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model. Quantitative Finance, 13(6), pp. 939-954. (doi: 10.1080/14697688.2012.691987)

2012

Chavanasporn, W. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2012) A numerical method for solving stochastic optimal control problems with linear control. Computational Economics, 39(4), pp. 429-446. (doi: 10.1007/s10614-011-9263-1)

Chavanasporn, W. and Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2012) Privatization of businesses and flexible investment: a real option approach. Decisions in Economics and Finance, 35(1), pp. 75-89. (doi: 10.1007/s10203-011-0115-1)

2011

Yang, Z., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Menkens, O. (2011) Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus. Mathematical Methods of Operations Research, 74(1), pp. 93-120. (doi: 10.1007/s00186-011-0352-7)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2011) Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide. Mathematical Social Sciences, 61(3), pp. 146-151. (doi: 10.1016/j.mathsocsci.2011.03.001)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2011) Information: price and impact on general welfare and optimal investment. An anticipative stochastic differential game model. Advances in Applied Probability, 43(1), pp. 97-120. (doi: 10.1239/aap/1300198514)

Yang, Z., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2011) A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA. Journal of Probability and Statistics, 2011(238623), (doi: 10.1155/2011/238623)

2010

Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geissler, J. (2010) Some notes on golden rules and risk aversion in a Merton type Solow growth model. International Review of Applied Financial Issues and Economics, 2(4), 760- 768.

Wang, W.-K. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. Decisions in Economics and Finance, 33(2), pp. 97-116. (doi: 10.1007/s10203-009-0100-0)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2010) Sustainable yields in fisheries: uncertainty, risk-aversion and mean-variance analysis. Natural Resource Modeling, 23(3), pp. 303-323. (doi: 10.1111/j.1939-7445.2010.00065.x)

Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2010) Irreversible investment with Cox-Ingersoll-Ross type mean reversion. Mathematical Social Sciences, 59(3), pp. 314-318. (doi: 10.1016/j.mathsocsci.2009.12.002)

Wang, W.-K. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) A stochastic differential fishery game for a two species fish population with ecological interaction. Journal of Economic Dynamics and Control, 34(5), pp. 844-857. (doi: 10.1016/j.jedc.2009.12.001)

Yang, Z. and Ewald, C.O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) On the non-equilibrium density of geometric mean reversion. Statistics and Probability Letters, 80(7-8), pp. 608-611. (doi: 10.1016/j.spl.2009.12.017)

Zhang, A. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) Optimal investment for a pension fund under inflation risk. Mathematical Methods of Operations Research, 71(2), pp. 353-369. (doi: 10.1007/s00186-009-0294-5)

Chavanasporn, W. and Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) Development under a concessionary agreement: a real option approach. Investment Management and Financial Innovation, 7(2),

Yang, Z., Ewald, C.O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Schenk-Hoppe, K.-R. (2010) An explicit expression to the locally R-minimizing hedge of a European call in the hull and white model. Quantitative and Qualitative Analysis in Social Sciences, 4(1), pp. 1-18.

2009

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2009) A general approach for solving differential public good games and a comparison to the static case. In: Petrosian, L.A. and Mazalov, V.V. (eds.) Game Theory and Applications. Nova Science: Hauppauge, N.Y., USA, pp. 25-39. ISBN 9781606924136

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geissler, J. (2009) Stochastic reaction strategies and a zero inflation equilibrium in a Barro-Gordon model. In: Petrosjan, L.A. and Zenkevich, N.A. (eds.) Contributions to Game Theory and Management. Graduate School of Management, St. Petersburg State University: St. Petersburg, Russia. ISBN 9785992400205

Poulsen, R., Schenk-Hoppe, K.-R. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2009) Risk minimization in stochastic volatility models: model risk and empirical performance. Quantitative Finance, 9(6), pp. 693-704. (doi: 10.1080/14697680902852738)

Yang, Z., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2009) Implied volatility from Asian options via Monte Carlo methods. International Journal of Theoretical and Applied Finance, 12(2), pp. 153-178.

2008

Carr, P., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2008) On the qualitative effect of volatility and duration on prices of Asian options. Finance Research Letters, 5(3), pp. 162-171. (doi: 10.1016/j.frl.2008.05.001)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Yang, Z. (2008) Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. Mathematical Methods of Operations Research, 68(1), pp. 97-123. (doi: 10.1007/s00186-007-0190-9)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) A note on the Malliavin derivative operator under change of variable. Statistics and Probability Letters, 78(2), pp. 173-178. (doi: 10.1016/j.spl.2007.05.017)

Alos, E. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) Malliavin differentiability of the Heston volatility and applications to option pricing. Advances in Applied Probability, 40(1), pp. 144-162. (doi: 10.1239/aap/1208358890)

Chavanasporn, W. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) Numerical simulation of a diffusion type evolutionary stock market model. Applied Mathematical Sciences, 2(47), pp. 2323-2339.

Yang, Z. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) Continuous time evolutionary market dynamics: the case of fix-mix strategies. Investment Management and Financial Innovation, 5(1), pp. 32-40.

2007

Zhang, A., Korn, R. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2007) Optimal management and inflation protection for defined contribution pension plans. Blätter der DGVFM, 28(2), pp. 239-258. (doi: 10.1007/s11857-007-0019-x)

Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, McNamara, J. and Houston, A. (2007) Parental care as a differential game: A dynamic extension of the Houston–Davies game. Applied Mathematics and Computation, 190(2), pp. 1450-1465. (doi: 10.1016/j.amc.2007.02.060)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2007) The Malliavin calculus and stochastic differential games with information asymmetry. In: Gao, H. and Petrosyan, L. (eds.) Proceedings of the Second Conference on Game Theory and Applications. World Academic Union Ltd. ISBN 9781846261664

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2007) Optimal portfolios in a competing-insiders market: An anticipative stochastic differential game model. In: Gao, H. and Petrosyan, L. (eds.) Proceedings of the Second Conference on Game Theory and Applications. World Academic Union Ltd. ISBN 9781846261664

2006

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2006) The Malliavin gradient method for the calibration of stochastic dynamical models. Applied Mathematics and Computation, 175(2), pp. 1332-1352. (doi: 10.1016/j.amc.2005.08.050)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zhang, A. (2006) A new technique for calibrating stochastic volatility models: the Malliavin gradient method. Quantitative Finance, 6(2), pp. 147-158. (doi: 10.1080/14697680500531676)

2005

Ewald, C-O ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2005) Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market. International Journal of Theoretical and Applied Finance, 8(3), pp. 301-319. (doi: 10.1142/S0219024905003025)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2005) A de Rham isomorphism in singular cohomology and Stokes theorem for stratifolds. International Journal of Geometrics in Modern Physics, 2(1), pp. 63-81. (doi: 10.1142/S0219887805000454)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2005) Local volatility in the Heston model: a Malliavin calculus approach. Journal of Applied Mathematics and Stochastic Analysis, 2005(3), pp. 307-322. (doi: 10.1155/JAMSA.2005.307)

2004

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2004) Hochschild- and cyclic-homology of LCNT-spaces. Communications in Mathematical Physics, 250(1), pp. 195-213. (doi: 10.1007/s00220-004-1149-9)

This list was generated on Sat Jun 14 23:50:27 2025 BST.
Jump to: Articles | Book Sections
Number of items: 71.

Articles

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Kamm, Kevin (2025) On the impact of biological risk in aquaculture valuation and decision making. Aquaculture, 603, 742368. (doi: 10.1016/j.aquaculture.2025.742368)

Agarwala, Ankush, Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, Yongjie (2025) Optimal income drawdown and investment with longevity basis risk. Scandinavian Actuarial Journal, (doi: 10.1080/03461238.2025.2455056) (Early Online Publication)

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Li, Yaoyu (2024) The role of news sentiment in salmon price prediction using deep learning. Journal of Commodity Markets, 36, 100438. (doi: 10.1016/j.jcomm.2024.100438)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Huang, Chuyao and Ren, Yuyu (2024) On the effects of physical climate risks on the Chinese energy sector. Journal of Risk and Financial Management, 17(10), 458. (doi: 10.3390/jrfm17100458)

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Nolan, Charles ORCID logoORCID: https://orcid.org/0000-0002-7260-7472 (2024) On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: a Lagrange-chow redux. Journal of Economic Dynamics and Control, 162, 104855. (doi: 10.1016/j.jedc.2024.104855)

Agarwal, Ankush ORCID logoORCID: https://orcid.org/0000-0001-7826-9665, Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, Yonjie (2023) Hedging longevity risk in defined contribution pension schemes. Computational Management Science, 20(1), 11. (doi: 10.1007/s10287-023-00440-8)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Wu, Yuexiang and Zhang, Aihua (2023) Pricing Asian options with stochastic convenience yield and jumps. Quantitative Finance, 23(4), pp. 677-692. (doi: 10.1080/14697688.2022.2160799)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Haugom, Erik, Lien, Gudbrand, Størdal, Ståle and Wu, Yuexiang (2022) Trading time seasonality in commodity futures: an opportunity for arbitrage in the natural gas and crude oil markets? Energy Economics, 115, 106324. (doi: 10.1016/j.eneco.2022.106324)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Haugom, Erik, Lien, Gudbrand, Song, Pengcheng and Størdal, Ståle (2022) Riding the Nordic German power-spread: the Einar Aas experiment. Energy Journal, 43(5), (doi: 10.5547/01956574.43.5.cewa)

Chen, Jilong, Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Ouyang, Ruolan, Westgaard, Sjur and Xiao, Xiaoxia (2022) Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil. Annals of Operations Research, 313(1), pp. 29-46. (doi: 10.1007/s10479-021-04198-7)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Haugom, Erik, Kanthan, Leslie, Lien, Gudbrand, Salehi, Pariya and Størdal, Ståle (2022) Salmon futures and the Fish Pool market in the context of the CAPM and a three-factor model. Aquaculture Economics and Management, 26(2), pp. 171-191. (doi: 10.1080/13657305.2021.1958105)

Ewald, Christian Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Taub, Bart ORCID logoORCID: https://orcid.org/0000-0003-1223-1386 (2022) Real options, risk aversion and markets: A corporate finance perspective. Journal of Corporate Finance, 72, 102164. (doi: 10.1016/j.jcorpfin.2022.102164)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Stochastic volatility: a tale of co-jumps, non-normality, GMM and high frequency data. Journal of Empirical Finance, 64, pp. 37-52. (doi: 10.1016/j.jempfin.2021.08.006)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zou, Yihan ORCID logoORCID: https://orcid.org/0000-0002-3463-6774 (2021) Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? European Journal of Operational Research, 294(12), pp. 801-815. (doi: 10.1016/j.ejor.2021.02.004)

Amalia, Christoforidou and Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2021) A lattice method for option evaluation with regime-switching asset correlation structure. Journal of Industrial and Management Optimization, 17(4), pp. 1729-1752. (doi: 10.3934/jimo.2020042)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Zhang, Aihua and Zong, Zhe (2019) On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter. Annals of Operations Research, 282(1-2), pp. 119-130. (doi: 10.1007/s10479-018-2770-x)

Chen, Jilong, Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Kutan, Ali M. (2019) Time-dependent volatility in futures contract options. Investment Analysts Journal, 48(1), pp. 30-41. (doi: 10.1080/10293523.2018.1560114)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Yor, Marc (2018) On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of sub-martingales. Mathematical Finance, 28(2), pp. 536-549. (doi: 10.1111/mafi.12144)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Ouyang, Ruolan (2017) An analysis of the fish pool market in the context of seasonality and stochastic convenience yield. Marine Resource Economics, 32(4), pp. 431-449. (doi: 10.1086/693375)

Chen, Jilong and Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2017) Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method. International Review of Financial Analysis, 52, pp. 144-151. (doi: 10.1016/j.irfa.2017.05.002)

Chen, Jilong and Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2017) On the performance of the comonotonicity approach for pricing Asian options in some benchmark models from equities and commodities. Review of Pacific Basin Financial Markets and Policies, 20(01), 1750005. (doi: 10.1142/S0219091517500059)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zhang, Aihua (2017) On the effects of changing mortality patterns on investment, labour and consumption under uncertainty. Insurance: Mathematics and Economics, 73, pp. 105-115. (doi: 10.1016/j.insmatheco.2017.01.008)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geißler, Johannes (2017) Optimal contracts for central bankers: calls on inflation. Applied Mathematics and Computation, 292, pp. 57-62. (doi: 10.1016/j.amc.2016.07.011)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Ouyang, Ruolan and Siu, Tak Kuen (2017) On the market consistent valuation of fish farms: using the real option approach and salmon futures. American Journal of Agricultural Economics, 99(1), pp. 207-224. (doi: 10.1093/ajae/aaw052)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Nawar, Roy, Ouyang, Ruolan and Siu, Tak Kuen (2016) The market for salmon futures: an empirical analysis of fish pool using the Schwartz multifactor model. Quantitative Finance, 16(12), pp. 1823-1842. (doi: 10.1080/14697688.2016.1211792)

Ewald, Christian ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zhang, Hai ORCID logoORCID: https://orcid.org/0000-0001-9319-346X (2016) Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk. Journal of Economic Dynamics and Control, 71, pp. 45-59. (doi: 10.1016/j.jedc.2016.07.007)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geissler, J. (2015) Markets for inflation-indexed bonds as mechanisms for efficient monetary policy. Mathematical Finance, 25(4), pp. 869-889. (doi: 10.1111/mafi.12039)

Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Yor, Marc (2015) On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options. Journal of Economic Dynamics and Control, 59, pp. 22-36. (doi: 10.1016/j.jedc.2015.07.004)

Siu, T.K., Nawar, R. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2014) Hedging crude oil derivatives in GARCH-type models. Journal of Energy Markets, 7(1), pp. 1-24.

Ting, Sai Hung Marten and Ewald, Christian-Oliver ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2014) Asymptotic solutions for Australian options with low volatility. Applied Mathematical Finance, 21(6), pp. 595-613. (doi: 10.1080/1350486X.2014.906973)

Ting, S.H.M, Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2013) On the investment–uncertainty relationship in a real option model with stochastic volatility. Mathematical Social Sciences, 66(1), pp. 22-32. (doi: 10.1016/j.mathsocsci.2013.01.005)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Nawar, R. and Siu, T.K. (2013) Minimising risk when hedging crude oil options: jumps count. Energy Risk, 10, pp. 64-68.

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2013) Derivatives on nonstorable renewable resources: Fish futures and options, not so fishy after all. Natural Resource Modeling, 26(2), pp. 215-236. (doi: 10.1111/j.1939-7445.2012.00135.x)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Menkens, O. and Ting, S.H.M. (2013) Asian and Australian options: a common perspective. Journal of Economic Dynamics and Control, 37(5), pp. 1001-1018. (doi: 10.1016/j.jedc.2013.01.006)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, Nawar, R. and Siu, T.K. (2013) Minimal variance hedging of natural gas derivatives in exponential Lévy models: theory and empirical performance. Energy Economics, 36, pp. 97-107. (doi: 10.1016/j.eneco.2012.12.004)

Ting, S.H.M. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2013) On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model. Quantitative Finance, 13(6), pp. 939-954. (doi: 10.1080/14697688.2012.691987)

Chavanasporn, W. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2012) A numerical method for solving stochastic optimal control problems with linear control. Computational Economics, 39(4), pp. 429-446. (doi: 10.1007/s10614-011-9263-1)

Chavanasporn, W. and Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2012) Privatization of businesses and flexible investment: a real option approach. Decisions in Economics and Finance, 35(1), pp. 75-89. (doi: 10.1007/s10203-011-0115-1)

Yang, Z., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Menkens, O. (2011) Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus. Mathematical Methods of Operations Research, 74(1), pp. 93-120. (doi: 10.1007/s00186-011-0352-7)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2011) Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide. Mathematical Social Sciences, 61(3), pp. 146-151. (doi: 10.1016/j.mathsocsci.2011.03.001)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2011) Information: price and impact on general welfare and optimal investment. An anticipative stochastic differential game model. Advances in Applied Probability, 43(1), pp. 97-120. (doi: 10.1239/aap/1300198514)

Yang, Z., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2011) A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA. Journal of Probability and Statistics, 2011(238623), (doi: 10.1155/2011/238623)

Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geissler, J. (2010) Some notes on golden rules and risk aversion in a Merton type Solow growth model. International Review of Applied Financial Issues and Economics, 2(4), 760- 768.

Wang, W.-K. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model. Decisions in Economics and Finance, 33(2), pp. 97-116. (doi: 10.1007/s10203-009-0100-0)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2010) Sustainable yields in fisheries: uncertainty, risk-aversion and mean-variance analysis. Natural Resource Modeling, 23(3), pp. 303-323. (doi: 10.1111/j.1939-7445.2010.00065.x)

Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Wang, W.-K. (2010) Irreversible investment with Cox-Ingersoll-Ross type mean reversion. Mathematical Social Sciences, 59(3), pp. 314-318. (doi: 10.1016/j.mathsocsci.2009.12.002)

Wang, W.-K. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) A stochastic differential fishery game for a two species fish population with ecological interaction. Journal of Economic Dynamics and Control, 34(5), pp. 844-857. (doi: 10.1016/j.jedc.2009.12.001)

Yang, Z. and Ewald, C.O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) On the non-equilibrium density of geometric mean reversion. Statistics and Probability Letters, 80(7-8), pp. 608-611. (doi: 10.1016/j.spl.2009.12.017)

Zhang, A. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) Optimal investment for a pension fund under inflation risk. Mathematical Methods of Operations Research, 71(2), pp. 353-369. (doi: 10.1007/s00186-009-0294-5)

Chavanasporn, W. and Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2010) Development under a concessionary agreement: a real option approach. Investment Management and Financial Innovation, 7(2),

Yang, Z., Ewald, C.O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Schenk-Hoppe, K.-R. (2010) An explicit expression to the locally R-minimizing hedge of a European call in the hull and white model. Quantitative and Qualitative Analysis in Social Sciences, 4(1), pp. 1-18.

Poulsen, R., Schenk-Hoppe, K.-R. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2009) Risk minimization in stochastic volatility models: model risk and empirical performance. Quantitative Finance, 9(6), pp. 693-704. (doi: 10.1080/14697680902852738)

Yang, Z., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2009) Implied volatility from Asian options via Monte Carlo methods. International Journal of Theoretical and Applied Finance, 12(2), pp. 153-178.

Carr, P., Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2008) On the qualitative effect of volatility and duration on prices of Asian options. Finance Research Letters, 5(3), pp. 162-171. (doi: 10.1016/j.frl.2008.05.001)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Yang, Z. (2008) Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. Mathematical Methods of Operations Research, 68(1), pp. 97-123. (doi: 10.1007/s00186-007-0190-9)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) A note on the Malliavin derivative operator under change of variable. Statistics and Probability Letters, 78(2), pp. 173-178. (doi: 10.1016/j.spl.2007.05.017)

Alos, E. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) Malliavin differentiability of the Heston volatility and applications to option pricing. Advances in Applied Probability, 40(1), pp. 144-162. (doi: 10.1239/aap/1208358890)

Chavanasporn, W. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) Numerical simulation of a diffusion type evolutionary stock market model. Applied Mathematical Sciences, 2(47), pp. 2323-2339.

Yang, Z. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2008) Continuous time evolutionary market dynamics: the case of fix-mix strategies. Investment Management and Financial Innovation, 5(1), pp. 32-40.

Zhang, A., Korn, R. and Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2007) Optimal management and inflation protection for defined contribution pension plans. Blätter der DGVFM, 28(2), pp. 239-258. (doi: 10.1007/s11857-007-0019-x)

Ewald, C. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164, McNamara, J. and Houston, A. (2007) Parental care as a differential game: A dynamic extension of the Houston–Davies game. Applied Mathematics and Computation, 190(2), pp. 1450-1465. (doi: 10.1016/j.amc.2007.02.060)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2006) The Malliavin gradient method for the calibration of stochastic dynamical models. Applied Mathematics and Computation, 175(2), pp. 1332-1352. (doi: 10.1016/j.amc.2005.08.050)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Zhang, A. (2006) A new technique for calibrating stochastic volatility models: the Malliavin gradient method. Quantitative Finance, 6(2), pp. 147-158. (doi: 10.1080/14697680500531676)

Ewald, C-O ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2005) Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market. International Journal of Theoretical and Applied Finance, 8(3), pp. 301-319. (doi: 10.1142/S0219024905003025)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2005) A de Rham isomorphism in singular cohomology and Stokes theorem for stratifolds. International Journal of Geometrics in Modern Physics, 2(1), pp. 63-81. (doi: 10.1142/S0219887805000454)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2005) Local volatility in the Heston model: a Malliavin calculus approach. Journal of Applied Mathematics and Stochastic Analysis, 2005(3), pp. 307-322. (doi: 10.1155/JAMSA.2005.307)

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2004) Hochschild- and cyclic-homology of LCNT-spaces. Communications in Mathematical Physics, 250(1), pp. 195-213. (doi: 10.1007/s00220-004-1149-9)

Book Sections

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2009) A general approach for solving differential public good games and a comparison to the static case. In: Petrosian, L.A. and Mazalov, V.V. (eds.) Game Theory and Applications. Nova Science: Hauppauge, N.Y., USA, pp. 25-39. ISBN 9781606924136

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Geissler, J. (2009) Stochastic reaction strategies and a zero inflation equilibrium in a Barro-Gordon model. In: Petrosjan, L.A. and Zenkevich, N.A. (eds.) Contributions to Game Theory and Management. Graduate School of Management, St. Petersburg State University: St. Petersburg, Russia. ISBN 9785992400205

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 (2007) The Malliavin calculus and stochastic differential games with information asymmetry. In: Gao, H. and Petrosyan, L. (eds.) Proceedings of the Second Conference on Game Theory and Applications. World Academic Union Ltd. ISBN 9781846261664

Ewald, C.-O. ORCID logoORCID: https://orcid.org/0000-0003-3288-0164 and Xiao, Y. (2007) Optimal portfolios in a competing-insiders market: An anticipative stochastic differential game model. In: Gao, H. and Petrosyan, L. (eds.) Proceedings of the Second Conference on Game Theory and Applications. World Academic Union Ltd. ISBN 9781846261664

This list was generated on Sat Jun 14 23:50:27 2025 BST.

Grants

  • 750.000 SEK Kempe foundation: Strategic Real Options with Applications to the Use, Pricing and Trading of Quota for Fishing Rights 2025-2027
  • 8 million NOK: Aquarisk, funded by the Norwegian Research Council, co-investigator and work package leader 2025-2029
  • 750.000 SEK Kempe foundation: Distributional and Behavioral Dynamics in Fund Management, Pensions and Life Cycle Wealth: On the Role of Inflation, Mortality and Inequality 2023-2025
  • Scottish Funding Council supporting MSc’s in the Centre for Economic and Financial Studies from 2013-2016. Award: 600.000 GBP
  • ARC Discovery Grant” Qualitative and quantitative aspects of Asian and Australian options, 2010, Award: 156.000 AUD
  • Fields Institute, Toronto, Canada, 2010 Award: 3000 CAD
  • Contribution by AoN to the project “Advanced Techniques for Asset Liability Management”, Award: 57.500 AUD
  • ”Starting Grant Scheme” University of Sydney, 2009, Award: 40.000 AUD
  • ”Exterior differential forms, homology and the characterization of aggregate demand”, joint project with Ivar Ekeland, sponsored by the Royal Society, 2008, Award: £3000
  • ”Advanced mathematical methods in Economics and Finance”, sponsored by the UK Economics Network (Higher Education Council), 2008 Award:£3.000

Supervision

Professor Ewald is interested in supervising PhD students in the following areas:

  • Quantitative Finance;
  • Mathematical Economics;
  • Macroeconomics and Financial Linkages;
  • Environmental and Resource Economics.

Current PhD students

  • Haowen Chi
  • Longguang Sun
  • Olwen Renowden
  • Chenfang Cao
  • Yaoyu Li
  • Shuya Zhang
  • Yihao Shao
  • Chuyao Huang
  • Godwin Asumadagwine
  • Khozama Khaled S Almarschad
  • Asumadagwine, Godwin
    Investment Timing and Decision Making in Emerging Economies
  • Cao, Chenfang
    Three Essays on Mathematical Finance
  • Sun, Longguang
    Essays on Financial Markets: Evidence from Corporate Behavior and Asset Pricing
  • Zhang, Shuya
    Different machine learning model for predicting option price

I have supervised more than 20 PhD students to graduation at different intsitutions:

  • Tren Ma (2023, University of Glasgow) NOW Assistant Professor at Nottingham University
  • Mikaella Zitti (2023, Norwegian University of Life Sciences) NOW Financial Engineer at Finbridge GmbH & Co. KG | Sustainable Finance
  • Yongjie Wang (2022, University of Glasgow)
  • Yihan Zou (2021, University of Glasgow) NOW Assistant Professor at University of Glasgow
  • Yuexiang Wu (2018, University of Glasgow) NOW fund manager at Kingston Rayliant (Rayliant Global Advisors)
  • Pengcheng Song (2018, University of Glasgow) NOW post-doc at Tsinghua University, Beijing
  • Yixiao Mao (2018, University of Glasgow)
  • Zong Zhe (2017, University of Glasgow)
  • Yang Zhao (2016, University of Glasgow)
  • Ruolan Ouyang (2016, University of Glasgow)
  • Jilong Chen (2016, University of Glasgow)
  • Hai Zhang (2016, University of Glasgow)
  • Amalia Christoforidou (2016, University of Glasgow)
  • Roy Nawar (2013, University of Sydney)
  • Ian Gregory (2013, University of Sydney) (Quant, Hedgefund Manager, Tokyo)
  • Marten Ting (2012, University of Sydney) (Credit Risk Analytics, Sydney)
  • Johannes Geissler (2010, University of St. Andrews) (Quantitative Analysist at FMS Wertmanagement)
  • Walailuck Chavanasporn (2010, University of St. Andrews) Professor at King Mongkut's University of Technology North Bangkok
  • Wen-Kai Wang (2009, University of St. Andrews) Professor of Finance in National University of Kaohsiung
  • Yajun Xiao (2009, University of Frankfurt) Professour of Finance at Xian Jiatong Liverpool University

Teaching

  • Financial markets Securities and derivatives, Mathematical Finance

Additional information

  • Associate Editor Quantitative Finance, Taylor and Francis
  • Associate Editor European Journal of Finance, Taylor and Francis

Professor Christian Ewald, Professor in Financial Economics