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Results 1-10 of 14 (Search time: 0.003 seconds).
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Issue Date
Title
Author(s)
2013
Dynamic risk, accounting-based valuation and firm fundamentals
Lyle, M.
;
Callen, J.
;
Elliott, R.
2013
Multiple solutions to stochastic differential delay equations and a related comparison theorem
Yang, Z.
;
Wei, L.
;
Elliott, R.
2013
Some properties of generalized anticipated backward stochastic differential equations
Yang, Z.
;
Elliott, R.
2013
Computational dynamic market risk measures in discrete time setting
Seck, B.
;
Elliott, R.
;
Gueyie, J.
2013
Reflected backward stochastic differential equations, convex risk measures and American options
Elliott, R.
;
Siu, T.
2013
Filtering a double threshold model with regime switching
Elliott, R.
;
Siu, T.
;
Lau, J.
2013
A modified hidden Markov model
Van Der Hoek, J.
;
Elliott, R.
2013
Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
Elliott, R.
;
Lian, G.
2013
Option pricing and filtering with hidden Markov-Modulated pure-jump processes
Elliott, R.
;
Siu, T.
2013
Fractional differencing in discrete time
Elder, J.
;
Elliott, R.
;
Miao, H.
Discover
Author
3
Siu, T.
3
Yang, Z.
2
Van Der Hoek, J.
1
Callen, J.
1
Deng, J.
1
Elder, J.
1
Gueyie, J.
1
Lau, J.
1
Lian, G.
1
Limnios, N.
.
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Subject
1
(f,δ)(f,δ)-expectations
1
accounting valuation
1
American-style contingent claims
1
Anticipated BSDEs
1
Change point
1
Characteristic function
1
commodity prices
1
Comparison theorem
1
comparison theorem
1
computational finance
.
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