David B. Colwell
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains Statistics & Probability Letters | 2023-06-20 | Paper |
| A jump diffusion model for spot electricity prices and market price of risk Physica A | 2018-09-11 | Paper |
| Non-transferable non-hedgeable executive stock option pricing Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| Hedging diffusion processes by local risk minimization with applications to index tracking Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
| DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS1 Mathematical Finance | 1998-01-21 | Paper |
| scientific article; zbMATH DE number 433053 (Why is no real title available?) | 1993-11-11 | Paper |
| Martingale representation and hedging policies Stochastic Processes and their Applications | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4086657 (Why is no real title available?) | 1988-01-01 | Paper |
Research outcomes over time
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