Authors: Ewald, Christian-Oliver Xiao, Yajun

Citation: Ewald, Christian-oliver et Xiao, Yajun, Information: price and impact on general welfare and optimal investment. An anticipative stochastic differential game model, Advances in applied probability , 43(1), 2011, pp. 97-120

Authors: Alòs, Elisa Ewald, Christian-Oliver

Citation: Alòs, Elisa et Ewald, Christian-oliver, Malliavin differentiability of the Heston volatility and applications to option pricing, Advances in applied probability , 40(1), 2008, pp. 144-162