The following pages link to David B. Colwell (Q1177216):
Displayed 9 items.
- (Q1027353) (redirect page) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
- A jump diffusion model for spot electricity prices and market price of risk (Q1673029) (← links)
- (Q3139219) (← links)
- (Q3814487) (← links)
- DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (Q4372016) (← links)
- Hitting times, number of jumps, and occupation times for continuous-time finite state Markov chains (Q6101731) (← links)