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David B. Colwell · Study
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Author
David B. Colwell
5 works
· latest 2014
· 2 institutions
cluster: provisional
ORCID 0000-0002-5180-5816
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Citations
154
Works here
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91
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03
14
Most cited in this library
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS 1
1993 · 58 citations
Risk Premium in Electricity Prices: Evidence from the PJM Market
2014 · 25 citations
Real Options Valuation of Australian Gold Mines and Mining Companies
2003 · 25 citations
A structural model for credit risk with switching processes and synchronous jumps
2014 · 23 citations
Martingale representation and hedging policies
1991 · 23 citations
Works
5 shown
Risk Premium in Electricity Prices: Evidence from the PJM Market
Journal of Futures Markets
·
2014
·
3 authors
25
citations
A structural model for credit risk with switching processes and synchronous jumps
European Journal of Finance
·
2014
·
2 authors
23
citations
Real Options Valuation of Australian Gold Mines and Mining Companies
The Journal of Alternative Investments
·
2003
·
3 authors
·
Open access
25
citations
DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS 1
Mathematical Finance
·
1993
·
2 authors
58
citations
Martingale representation and hedging policies
Stochastic Processes and their Applications
·
1991
·
3 authors
·
Open access
23
citations