Journal Articles

Market Completion with Derivative Securities;
D. C. Schwarz; Finance and Stochastics, 21(1), pp. 263-284, 2017;
arXiv, final version.

Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach;
S. Howison, D. C. Schwarz; Siam Review, 57(1), pp. 95-127, 2015; SIGEST paper award;
arXiv, final version.

Electricity Price Modelling and Asset Valuation: A Multi-Fuel Structural Approach;
R. Carmona, M. Coulon, D. C. Schwarz; Mathematics and Financial Economics, 7(2), pp. 167-202, 2013;
arXiv, final version.

The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels;
R. Carmona, M. Coulon, D. C. Schwarz; Quantitative Finance, 12(12), pp. 1951-1965, 2012;
arXiv, final version.

Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach;
S. Howison, D. C. Schwarz; SIAM Journal on Financial Mathematics, 3(1), pp. 709-739, 2012;
arXiv, final version.

Book Chapters

The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels;
R. Carmona, M. Coulon, D. C. Schwarz; Commodities, edited by M. A. H. Dempster, Ke Tang, Chapman and Hall/CRC, 2015;
final version.

D.Phil. Thesis

Price Modelling and Asset Valuation in Carbon Emission and Electricity Markets;
D. C. Schwarz; DPhil, University of Oxford, 2012;
final version.