Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Advisor
Help
Sign on to:
My DSpace
Receive email
updates
Edit Profile
Adelaide Research & Scholarship
Adelaide Research & Scholarship
Search
Search:
All collections
Schools and Disciplines
School of Mathematical Sciences
Mathematical Sciences publications
for
Current filters:
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 71-80 of 116 (Search time: 0.002 seconds).
previous
1
...
5
6
7
8
9
10
11
...
12
next
Item hits:
Preview
Issue Date
Title
Author(s)
2011
A nonlinear filter with fractional gaussian noise
Elliott, R.
;
Deng, J.
2012
A BSDE approach to convex risk measures for derivative securities
Elliott, R.
;
Siu, T.
2012
Viterbi-based estimation for Markov switching GARCH model
Elliott, R.
;
Lau, J.
;
Miao, H.
;
Siu, T.
2011
A risk-based approach for pricing American options under a generalized Markov regime-switching model
Elliott, R.
;
Siu, T.
2011
Default times in a continuous-time Markovian regime switching model
Elliott, R.
;
Siu, T.
2008
A non-linear filter
Elliott, R.
;
Leung, H.
;
Deng, J.
2013
Default times in a continuous time Markov chain economy
Elliott, R.
;
Van Der Hoek, J.
2009
VaR and expected shortfall: A non-normal regime switching framework
Elliott, R.
;
Miao, H.
2010
Some applications for M-ary detection in quantitative finance
Malcolm, W.
;
Elliott, R.
2011
Backward stochastic differential equations for a single jump process
Shen, L.
;
Elliott, R.
Discover
Author
44
Siu, T.
9
Malcolm, W.
7
Cohen, S.
7
Van Der Hoek, J.
6
Badescu, A.
6
Deng, J.
6
Miao, H.
6
Sworder, D.
5
Boyd, J.
5
Hutchins, R.
.
next >
Subject
5
BSDE
5
Change of measures
5
EM algorithm
5
Reference probability
4
Comparison theorem
4
comparison theorem
4
Esscher transform
4
nonlinear expectation
4
Stochastic differential game
3
Backward stochastic differential ...
.
next >
Date issued
75
2010 - 2017
41
2001 - 2009