Person:1177216: Difference between revisions

Latest revision as of 05:31, 13 December 2023

Publication	Date of Publication	Type
Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains	2023-06-20	Paper
A jump diffusion model for spot electricity prices and market price of risk	2018-09-11	Paper
Non-transferable non-hedgeable executive stock option pricing	2018-08-13	Paper
Hedging diffusion processes by local risk minimization with applications to index tracking	2009-07-01	Paper
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS¹	1998-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q3139219	1993-11-11	Paper
Martingale representation and hedging policies	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3814487	1988-01-01	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: David B. Colwell

Revision as of 20:05, 22 September 2023 view source Import230922100944 (talk \| contribs) 28,672 edits Created automatically from import230922100944	Latest revision as of 05:31, 13 December 2023 view source AuthorDisambiguator (talk \| contribs) Bots, Administrators 1,238,488 edits m AuthorDisambiguator moved page David B. Colwell to David B. Colwell: Duplicate
(No difference)