Ewald Christian-Oliver

Christian-Oliver Ewald

Information about the author Christian-Oliver Ewald will soon be added to the site.
Found 3 papers in total
Pricing and hedging of Asian options: quasi‐explicit solutions via Malliavin calculus
Pricing and hedging of Asian options: quasi‐explicit solutions via Malliavin calculus
2011
We use Malliavin calculus and the Clark–Ocone formula to derive the hedging...
Optimal investment for a pension fund under inflation risk
Optimal investment for a pension fund under inflation risk
2010
This paper investigates an optimal investment problem faced by a defined contribution...
A simpler characterization of a spectral lower bound on the clique number
A simpler characterization of a spectral lower bound on the clique number
2010
Given a simple, undirected graph G , Budinich (2003) proposed a lower bound on the...
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