Professor Christian Ewald

  • Professor in Financial Economics (Economics)

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

Biography

Christian is the current Head of the Subject Economics at the Adam Smith Business School. He was educated at the Universities of Mainz (MSc) and Heidelberg (PhD) and holds a higher doctorate (Habilitation) from the University of Kaiserslautern. Prior to moving to Glasgow in 2011, he has 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

Areas of Expertise:

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

 

Grants

  • 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

Teaching

  • Mathematical finance;
  • Applied computational finance;
  • Natural resource economics.

Additional information

  • Managing Editor of Quantitative Finance (Taylor and Francis);
  • Associate Editor of the Journal of Commodity Markets (Elsevier);
  • Member of the Grant Assessor Panel of the Australian Research Council;
  • Honorary Professor at the University of Sydney (2011-2015);
  • Member of the Grant Assessment Panel of the Carnegie Trust;
  • Research Affiliate at the "Centre for Dynamic Macro Economic Analysis" and the "Centre for Research into Industry, Enterprise, Finance and the Firm" at the University of St. Andrews;
  • External Examiner at the University of St. Andrews.

Publications

List by: Type | Date

Jump to: 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 50.

2016

Ewald, C., and Zhang, H. (2016) Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk. Journal of Economic Dynamics and Control, (Accepted for Publication)

Ewald, C.-O., and Geissler, J. (2016) Optimal contracts for central bankers: calls on inflation. Applied Mathematics and Computation, (Accepted for Publication)

Ewald, C.-O., Nawar, R., Ouyang, R., and Siu, T. K. (2016) The market for salmon futures: an empirical analysis of fish pool using the Schwartz multifactor model. Quantitative Finance, (Accepted for Publication)

Ewald, C.-O., Ouyang, R., and Siu, T. K. (2016) On the market consistent valuation of fish farms: using the real option approach and salmon futures. American Journal of Agricultural Economics, (doi:10.1093/ajae/aaw052) (Early Online Publication)

Ewald, C.-O., and Yor, M. (2016) On peacocks and lyrebirds: Australian options, Brownian bridges and the average of sub-martingales. Mathematical Finance, (Accepted for Publication)

2015

Ewald, C.-O., 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, C.-O., and Yor, M. (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. (2014) Hedging crude oil derivatives in GARCH-type models. Journal of Energy Markets, 7(1), pp. 1-24.

Ting, S. H. M., and Ewald, C.-O. (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., 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., 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. (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., 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., 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. (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. (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. (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., 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., 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., 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., 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., 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. (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., 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., 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. (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. (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. (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. (2010) Development under a concessionary agreement: a real option approach. Investment Management and Financial Innovation, 7(2),

Yang, Z., Ewald, C.O., 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. (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., 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. (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., 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., 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., 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. (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. (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. (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. (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. (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., 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. (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., 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. (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., 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. (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. (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. (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. (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 Sun Dec 4 14:15:46 2016 GMT.
Number of items: 50.

Articles

Ewald, C., and Zhang, H. (2016) Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk. Journal of Economic Dynamics and Control, (Accepted for Publication)

Ewald, C.-O., and Geissler, J. (2016) Optimal contracts for central bankers: calls on inflation. Applied Mathematics and Computation, (Accepted for Publication)

Ewald, C.-O., Nawar, R., Ouyang, R., and Siu, T. K. (2016) The market for salmon futures: an empirical analysis of fish pool using the Schwartz multifactor model. Quantitative Finance, (Accepted for Publication)

Ewald, C.-O., Ouyang, R., and Siu, T. K. (2016) On the market consistent valuation of fish farms: using the real option approach and salmon futures. American Journal of Agricultural Economics, (doi:10.1093/ajae/aaw052) (Early Online Publication)

Ewald, C.-O., and Yor, M. (2016) On peacocks and lyrebirds: Australian options, Brownian bridges and the average of sub-martingales. Mathematical Finance, (Accepted for Publication)

Ewald, C.-O., 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, C.-O., and Yor, M. (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. (2014) Hedging crude oil derivatives in GARCH-type models. Journal of Energy Markets, 7(1), pp. 1-24.

Ting, S. H. M., and Ewald, C.-O. (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., 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., 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. (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., 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., 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. (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. (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. (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., 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., 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., 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., 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., 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. (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., 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., 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. (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. (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. (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. (2010) Development under a concessionary agreement: a real option approach. Investment Management and Financial Innovation, 7(2),

Yang, Z., Ewald, C.O., 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. (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., 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., 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., 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. (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. (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. (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. (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. (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., 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. (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., 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. (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. (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. (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. (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. (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., 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. (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., 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 Sun Dec 4 14:15:46 2016 GMT.