Publications

On the predictive power of food commodity futures prices in forecasting inflation

Quantitative finance

Agarwal, Ankush; Ewald, Christian Oliver; Zhang, Shuya; et al.

Intra-day seasonality and abnormal returns in the Brent crude oil futures market

Quantitative finance

Ewald, Christian Oliver; Haugom, Erik; Ouyang, Ruolan; et al.

On the impact of biological risk in aquaculture valuation and decision making

Aquaculture, Elsevier 2025, Vol. 603

Ewald, Christian Oliver; Kamm, Kevin

Well-posedness of a variable-exponent telegraph equation applied to image despeckling

Evolution Equations and Control Theory, American Institute of Mathematical Sciences (AIMS) 2025, Vol. 14, (6) : 1412-1450

Majee, Sudeb; Brännström, Åke; Lundström, Niklas L. P.

Competition and cooperation: the plasticity of bacterial interactions across environments

PloS Computational Biology, Vol. 21, (7)

Solowiej-Wedderburn, Josephine; Pentz, Jennifer T.; Lizana, Ludvig; et al.

Market efficiency across intra-daily sampling frequencies for Brent crude oil futures

International Review of Financial Analysis, Elsevier 2025, Vol. 105

Smith-Meyer, Erik; Haugom, Erik; Ewald, Christian Oliver

Generalization of finite entropy measures in Kähler geometry

Proceedings of the American Mathematical Society, American Mathematical Society (AMS) 2025, Vol. 153, (8) : 3381-3394

Åhag, Per; Czyż, Rafał

Explicit solutions in isotropic planar elastostatics

Acta Mathematica Vietnamica, Springer 2025, Vol. 50, (2) : 285-301

Granath, Andreas; Åhag, Per; Perälä, Antti; et al.

Two-weight fractional derivative on Bloch and Bergman spaces

Journal of Geometric Analysis, Springer Nature 2025, Vol. 35, (7)

Perälä, Antti; Rättyä, Jouni; Wang, Siyu

Relaxation in Sobolev spaces and L1 spectral gap of the 1D dissipative Boltzmann equation with Maxwell interactions

Discrete and Continuous Dynamical Systems, American Institute of Mathematical Sciences 2025, Vol. 45, (11) : 4572-4605

Alonso, R.; Bagland, V.; Cañizo, J.A.; et al.

One-dimensional inelastic Boltzmann equation: stability and uniqueness of self-similar L1-profiles for moderately hard potentials

Communications in Partial Differential Equations, Taylor & Francis Group 2025, Vol. 50, (7) : 931-938

Alonso, R.; Bagland, V.; Cañizo, J.A.; et al.

Optimal income drawdown and investment with longevity basis risk

Scandinavian Actuarial Journal

Agarwal, Ankush; Ewald, Christian Oliver; Wang, Yongjie

Hedging longevity risk in defined contribution pension schemes

Computational Management Science, Springer Nature 2023, Vol. 20, (1)

Agarwal, Ankush; Ewald, Christian Oliver; Wang, Yongjie

A lattice method for option evaluation with regime-switching asset correlation structure

Journal of Industrial and Management Optimization, American Institute of Mathematical Sciences 2021, Vol. 17, (4) : 1729-1752

Amalia, Christoforidou; Ewald, Christian Oliver

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, Elsevier 2021, Vol. 294, (2) : 801-815

Ewald, Christian Oliver; Zou, Yihan

On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter

Annals of Operations Research, Springer 2018, Vol. 282, (1-2) : 119-130

Ewald, Christian Oliver; Zhang, Aihua; Zong, Zhe

An analysis of the fish pool market in the context of seasonality and stochastic convenience yield

Marine Resource Economics, University of Chicago Press 2017, Vol. 32, (4) : 431-449

Ewald, Christian-Oliver; Ouyang, Ruolan

On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales

Mathematical Finance, John Wiley & Sons 2017, Vol. 28, (2) : 536-549

Ewald, Christian-Oliver; Yor, Marc

On the effects of changing mortality patterns on investment, labour and consumption under uncertainty

Insurance, Mathematics & Economics, Elsevier 2017, Vol. 73 : 105-115

Ewald, Christian-Oliver; Zhang, Aihua

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, World Scientific 2017, Vol. 20, (01)

Chen, Jilong; Ewald, Christian Oliver

Latest update: 2024-03-08