David B. Colwell

From MaRDI portal
Person:1177216

Available identifiers

zbMath Open colwell.david-bMaRDI QIDQ1177216

List of research outcomes





PublicationDate of PublicationType
Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains2023-06-20Paper
A jump diffusion model for spot electricity prices and market price of risk2018-09-11Paper
Non-transferable non-hedgeable executive stock option pricing2018-08-13Paper
Hedging diffusion processes by local risk minimization with applications to index tracking2009-07-01Paper
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS11998-01-21Paper
https://portal.mardi4nfdi.de/entity/Q31392191993-11-11Paper
Martingale representation and hedging policies1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q38144871988-01-01Paper

Research outcomes over time

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