Concepedia

David B. Colwell

DB

12

Publications

248

Citations

11

H-Index

1991

Active since

Affiliations

UNSW Sydney(Current)

University of Alberta

Bond University

The University of Sydney

University of Technology Sydney

David B. Colwell is an author at UNSW Sydney specializing in finance, economics, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingEconomic AnalysisEngineeringFinancial EconomicsStochastic ProcessesProbabilityOption Pricing

Publications per year

1991–2024

12

Publications

12

DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>

David B. Colwell, Robert J. Elliott · Mathematical Finance · 1993 · 57 citations

Empirical Finance, Minimal Martingale Measure, Engineering +19

Risk Premium in Electricity Prices: Evidence from the PJM Market

Yuewen Xiao, David B. Colwell, Ramaprasad Bhar · Journal of Futures Markets · 2014 · 24 citations

Volatility Modeling, Engineering, Time Series Econometrics +20

A structural model for credit risk with switching processes and synchronous jumps

Donatien Hainaut, David B. Colwell · European Journal of Finance · 2014 · 24 citations

Empirical Finance, Term Structure Model, Financial Risk Management +18

Martingale representation and hedging policies

David B. Colwell, Robert J. Elliott, Peter Ekkehard Kopp · Stochastic Processes and their Applications · 1991 · 22 citations

Engineering, Integrable Probability, Stochastic Processes +3

Real Options Valuation of Australian Gold Mines and Mining Companies

David B. Colwell, Thomas Henker, John Kong Shan Ho · SSRN Electronic Journal · 2002 · 19 citations · Full text

Rows per page

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