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Issue Date
Title
Author(s)
2005
Finite-dimensional filtering and control for continuous-time nonlinear systems
Elliott, R.
;
Aggoun, L.
;
Benmerzouga, A.
2011
Pricing and hedging contingent claims with regime switching risk
Elliott, R.
;
Siu, T.
2007
Ito formulas for franctional Brownian motion
Elliott, R.
;
Van Der Hoek, J.
;
Fu, M.
;
Jarrow, R.
;
Yen, J.
;
Elliott, R.
2007
The term structure of interest rates in a hidden markov setting
Elliott, R.
;
Wilson, C.
;
Mamon, R.
;
Elliott, R.
2007
Smoothed parameter estimation for a hidden Markov Model of credit quality
Korolkiewicz, M.
;
Elliott, R.
;
Mamon, R.
;
Elliott, R.
2005
An algorithmic estimation scheme for hybrid stochastic systems
Malcolm, W.
;
Elliott, R.
;
Dufour, F.
;
Arulampalam, M.
;
Camacho, E.
;
IEEE Conference on Decision and Control (44th : 2005 : Seville, Spain)
2001
A continuous time kronecker's lemma and martingale convergence
Elliott, R.
2002
Regime switching and European options
Buffington, J.
;
Elliott, R.
2005
Exact smoothers for discrete-time hybrid stochastic systems
Elliott, R.
;
Malcolm, W.
;
Dufour, F.
;
Camacho, E.
;
IEEE Conference on Decision and Control (44th : 2005 : Seville, Spain)
2002
Price interactions of baseload supply changes and electricity demand shocks
Sick, G.
;
Stein, M.
;
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