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Issue Date	Title	Author(s)
2009	A 'simple' hybrid model for power derivatives	Lyle, M.; Elliott, R.
2012	A Bayesian approach for optimal reinsurance and investment in a diffusion model	Zhang, X.; Elliott, R.; Siu, T.
2011	A BSDE approach to a risk-based optimal investment of an insurer	Elliott, R.; Siu, T.
2012	A BSDE approach to convex risk measures for derivative securities	Elliott, R.; Siu, T.
2011	A comparison of pricing kernels for garch option pricing with generalized hyperbolic distributions	Badescu, A.; Elliott, R.; Kulperger, R.; Miettinen, J.; Siu, T.
2001	A comparison of recursive angle-only target tracking algorithms	Elliott, R.; Dufour, F.; Malcolm, W.; Drummond, O.; Signal and Data Processing of Small Targets (2001 : San Diego, California)
2003	A complete yield curve description of a Markov interest rate model	Elliott, R.; Mamon, R.
2001	A continuous time kronecker's lemma and martingale convergence	Elliott, R.
2013	A converse comparison theorem for anticipated BSDEs and related non-linear expectations	Yang, Z.; Elliott, R.
2004	A deterministic discretisation-step upper bound for state estimation via Clark transformations	Malcolm, W.; Elliott, R.; Van Der Hoek, J.
2014	A double HMM approach to Altman Z-scores and credit ratings	Elliott, R.; Siu, T.; Fung, E.
2015	A Dupire equation for a regime-switching model	Elliott, R.; Chan, L.; Siu, T.
2011	A filter for a hidden Markov chain observed in fractional Gaussian noise	Elliott, R.; Deng, J.
2010	A filter for a state space model with fractional Gaussian noise	Elliott, R.; Deng, J.
1998	A Finite-Dimensional Filter for Hybrid Observations	Elliott, R.; van der Hoek, J.
2010	A general comparison theorem for backward stochastic differential equations	Cohen, S.; Elliott, R.; Pearce, C.
2003	A general fractional white noise theory and applications to finance	Elliott, R.; Van Der Hoek, J.
2010	A general theory of finite state Backward Stochastic Difference Equations	Cohen, S.; Elliott, R.
2006	A hidden Markov approach to the forward premium puzzle	Elliott, R.; Han, B.
2008	A hidden Markov model of credit quality	Korolkiewicz, M.; Elliott, R.

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