2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.MF2025
Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty
Ankush Agarwal, Christian Ewald, Yihan Zou
We determine forest lease value and optimal harvesting strategies under model parameter uncertainty within stochastic bio-economic models that account for catastrophe risk. Catastr…
stat.AP2024
On the Impact of Biological Risk in Aquaculture Valuation and Decision Making
Christian-Oliver Ewald, Kevin Kamm
This paper explores the impact of stochastic mortality and disease on animal-based commodities, with a specific emphasis on aquaculture, particularly in the context of salmon farmi…
q-fin.RM2023★ 2 cited
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
Christian Oliver Ewald, Kevin Kamm
We study the effect of stochastic feeding costs on animal-based commodities with particular focus on aquaculture. More specifically, we use soybean futures to infer on the stochast…