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Browsing "School of Mathematical Sciences" by Author Van Der Hoek, J.

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Showing results 9 to 21 of 21 < previous

Preview	Issue Date	Title	Author(s)
	2001	Fractional Brownian motion and financial modelling	Elliott, R.; Van Der Hoek, J.; Kohlmann, M.; Tang, S.
	2007	Ito formulas for franctional Brownian motion	Elliott, R.; Van Der Hoek, J.; Fu, M.; Jarrow, R.; Yen, J.; Elliott, R.
	2012	Markov chain hitting times	Elliott, R.; Van Der Hoek, J.; Sworder, D.
	2010	Nonlinear filter estimation of volatility	Elliott, R.; Van Der Hoek, J.; Valencia, J.
	2003	On the numerical stability of time-discretised state estimation via Clark transformations	Malcolm, W.; Elliott, R.; Van Der Hoek, J.; IEEE Conference on Decision and Control (42nd : 2003 : Maui, Hawaii)
	2006	Optimal linear estimation and data fusion	Elliott, R.; Van Der Hoek, J.
	2005	Pairs trading	Elliott, R.; Van Der Hoek, J.; Malcolm, W.
	2004	Pricing claims on non tradable assets	Elliott, R.; Van Der Hoek, J.
	2003	Stochastic Differential Equations in Hilbert Spaces	Filinkov, A.; Maizurna, I.; Sorenson, J.; Van Der Hoek, J.; Misra, J.
	2001	Stochastic flows and the forward measure	Elliott, R.; Van Der Hoek, J.
	2008	Using distortions of copulas to price synthetic CDOs	Crane, G.; Van Der Hoek, J.
	2002	Using the Hull and White two factor model in bank treasury risk management	Elliott, R.; Van Der Hoek, J.; Geman, H.; Madan, D.; Pliska, S.; Vorst, T.
	2001	White noise approach to interest rate models	Filinkov, A.; Van Der Hoek, J.; Quantitative Methods in Finance Conference (2001 : Sydney, Australia)

Showing results 9 to 21 of 21 < previous