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Issue Date
Title
Author(s)
2011
Backward Stochastic Difference Equations with Finite States
Cohen, S.
;
Elliott, R.
;
Kohatsu Higa, A.
;
Privault, N.
;
Sheu, S.
;
Workshop on Stochastic Analysis and Finance (29 Jun 2009 - 3 Jul 2009 : Hong Kong)
2017
A Higher-order interactive hidden Markov model and its applications
Zhu, D.
;
Ching, W.
;
Elliott, R.
;
Siu, T.
;
Zhang, L.
2010
Comparison theorems for finite state backward stochastic differential equations
Cohen, S.
;
Elliott, R.
;
Chiarella, C.
;
Novikov, A.
;
International Conference on Quantitative Methods in Finance (2009 : Sydney, Australia)
2015
On binomial observations of continuous-time Markovian population models
Bean, N.G.
;
Elliott, R.
;
Eshragh, A.
;
Ross, J.V.
2015
Asset pricing using trading volumes in a hidden regime-switching environment
Elliott, R.
;
Siu, T.
2016
On anticipated backward stochastic differential equations with Markov chain noise
Yang, Z.
;
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.
.
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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 ...
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Date issued
75
2010 - 2017
41
2001 - 2009