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
This page was built for person: David B. Colwell
