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

von Hainaut, Donatien
Veröffentlicht in The European journal of finance (-2016)

Discontinuous asset prices and non-attainable contingent claims

von Colwell, David B.
Veröffentlicht in Mathematical finance (1993)

Regime dependent causality : equity and credit markets

von Bhar, Ramaprasad
Veröffentlicht in International journal of financial markets and derivatives (2012)

Non-transferable non-hedgeable executive stock option pricing

von Colwell, David B.
Veröffentlicht in Journal of economic dynamics & control (2015)

Risk premium in electricity prices : evidence from the PJM market

von Xiao, Yuewen
Veröffentlicht in The journal of futures markets (2015)

A multi-factor model with time-varying and seasonal risk premiums for the natural gas market

von Shao, Chengwu
Veröffentlicht in Energy economics (2015)

Effect of investor category trading imbalances on stock returns

von Colwell, David B.
Veröffentlicht in International review of finance (2008)