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
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 1-3 of 3 (Search time: 0.001 seconds).
previous
1
next
Item hits:
Preview
Issue Date
Title
Author(s)
2013
Reflected backward stochastic differential equations, convex risk measures and American options
Elliott, R.
;
Siu, T.
2012
Markovian forward-backward stochastic differential equations and stochastic flows
Elliott, R.
;
Siu, T.
2009
Portfolio risk minimization and differential games
Elliott, R.
;
Siu, T.
Discover
Author
3
Elliott, R.
Subject
1
American-style contingent claims
1
Change of measures
1
Financial risk
1
Macro-economic risk
1
Markovian forward–backward stocha...
1
Martingale representation
1
Obstacle problems
1
Optimal stopping-control problem
1
Portfolio risk minimization
1
Reflected BSDEs
.
next >
Date issued
1
2013
1
2012
1
2009