By Dr David Bryan Colwell

Preprints

Colwell DB; Feldman D; Hu W, 2019, Information, Insider Trading, Executive Reload Stock Options, Incentives, and Regulation, http://dx.doi.org/10.2139/ssrn.3329078

Bhar R; Colwell DB; Wang P, 2017, Component Structure of Credit Default Swap Spreads and Their Determinants, http://dx.doi.org/10.2139/ssrn.3082634

Colwell DB; Feldman D; Hu W, 2014, Non-Transferable Non-Hedgeable Executive Stock Option Pricing, http://dx.doi.org/10.2139/ssrn.2446385

Colwell DB; Feldman D; Hu W, 2013, Non-Transferable Non-Hedgeable Executive Stock Option Pricing, http://dx.doi.org/10.2139/ssrn.2325601

Hainaut D; Colwell DB, 2013, A Structural Model for Credit Risk with Markov Modulated Lévy Processes and Synchronous Jumps, http://dx.doi.org/10.2139/ssrn.2211424

Xiao Y; Colwell DB; Bhar R, 2012, Regime-Switching of Electricity Prices: Evidence from the PJM Market, http://dx.doi.org/10.2139/ssrn.2137018

Hu W; Colwell DB; Feldman D, 2011, Executive Stock Options Pricing with Free Wealth Weights and Continuous Partial Exercise: An Analytic Constrained Portfolio Optimization/Stochastic Discount Factor Approach, http://dx.doi.org/10.2139/ssrn.1915797

Bhar R; Colwell DB; Xiao Y, 2011, A Jump Diffusion Model for Spot Electricity Prices and Market Price of Risk, http://dx.doi.org/10.2139/ssrn.1773137

Bhar R; Colwell DB; Wang P, 2009, Characteristic of Implied Volatility of CDSwaptions in ITraxx Market and its Relationship to Stock Market, http://dx.doi.org/10.2139/ssrn.1402984

Bhar R; Colwell DB; Wang P, 2008, Component Structure of Credit Default Swap Spreads and Their Determinants, http://dx.doi.org/10.2139/ssrn.1263176

O'Brien PT; Colwell DB, 2008, Some Results on the Rational Lognormal Model and its Jump Extension, http://dx.doi.org/10.2139/ssrn.1254482

Colwell DB; O'Brien PT, 2007, Do Long Rates Behave Like Short Rates - Some Australian Evidence, http://dx.doi.org/10.2139/ssrn.1011109

Colwell DB; Henker J; Walter TS, 2007, The Effect of Investor Category Trading Imbalances on Stock Returns, http://dx.doi.org/10.2139/ssrn.1009025

Chiarella C; Colwell DB; Kwon OK, 2004, A Class of Stochastic Volatility HJM Interest Rate Models, http://dx.doi.org/10.2139/ssrn.492902

Colwell DB; Henker T; Ho J, 2002, Real Options Valuation of Australian Gold Mines and Mining Companies, http://dx.doi.org/10.2139/ssrn.332402

Colwell DB; Arcus S, 2001, Forward Measures in a Ho and Lee Jump Diffusion Model, http://dx.doi.org/10.2139/ssrn.271069

Zarban AA; Colwell D; Salopek DM, Default Risk with Imperfect Information under Regime-Switching Model, http://dx.doi.org/10.20944/preprints202406.0833.v1

Colwell DB; El-Hassan N; Kwon OK, Variance Minimizing Strategies for Stochastic Processes with Applications to Tracking Stock Indices, http://dx.doi.org/10.2139/ssrn.2738338

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