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Issue Date
Title
Author(s)
2002
On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics
Elliott, R.
;
Ford, J.
;
Moore, J.
2009
Multiple Priors and Asset Pricing
Madan, D.
;
Elliott, R.
2008
A PDE approach for risk measures for derivatives with regime switching
Elliott, R.
;
Siu, T.
;
Chan, L.
2009
Robust optimal portfolio choice under Markovian regime-switching model
Elliott, R.
;
Siu, T.
2009
Risk-hedging in real estate markets
Cadenillas, A.
;
Elliott, R.
;
Miao, H.
;
Wu, Z.
2005
Option pricing and Esscher transform under regime switching
Elliott, R.
;
Chan, L.
;
Siu, T.
2009
A 'simple' hybrid model for power derivatives
Lyle, M.
;
Elliott, R.
2008
A self tuning model for risk estimation
Elliott, R.
;
Filinkov, A.
2002
A mixed MAP/MLSE receiver for convolutional coded signals transmitted over a fading channel
White, L.
;
Elliott, R.
2008
Discrete-time expectation maximization algorithms for Markov-modulated poisson processes
Elliott, R.
;
Malcolm, W.
Discover
Author
20
Malcolm, W.
11
Van Der Hoek, J.
9
Siu, T.
5
Boyd, J.
5
Dufour, F.
5
Hutchins, R.
5
Mamon, R.
5
Sworder, D.
4
Chan, L.
4
Miao, H.
.
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Subject
4
Reference probability
3
Esscher transform
2
Asset pricing
2
Change of measure
2
Change of measures
2
Exponential affine form
2
filtering
2
fractional Brownian motion
2
Markov switching
2
Martingales
.
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Date issued
11
2009
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2005
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2003
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2002
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2001