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Issue Date
Title
Author(s)
2002
Regime switching and European options
Buffington, J.
;
Elliott, R.
2004
Arbitrage in a discrete version of the Wick-Fractional Black Scholes model
Bender, C.
;
Elliott, R.
2005
Exact smoothers for discrete-time hybrid stochastic systems
Elliott, R.
;
Malcolm, W.
;
Dufour, F.
;
Camacho, E.
;
IEEE Conference on Decision and Control (44th : 2005 : Seville, Spain)
2006
Stochastic volatility model with filtering
Elliott, R.
;
Miao, H.
2001
Fractional Brownian motion and financial modelling
Elliott, R.
;
Van Der Hoek, J.
;
Kohlmann, M.
;
Tang, S.
2002
Price interactions of baseload supply changes and electricity demand shocks
Sick, G.
;
Stein, M.
;
Elliott, R.
2003
On a generalized form of risk measure
Elliott, R.
;
Siu, T.
;
Yang, H.
2002
HMM volatility estimation
Elliott, R.
;
Malcolm, W.
;
Tsoi, A.
;
Hitay Ozbay,
;
IEEE Conference on Decision and Control (41st : 2002 : Las Vegas, Nevada)
2004
A recursive filter-based algorithm for maximum likelihood localisation of narrow-band autoregressive sources
Malcolm, W.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (38th : 2004 : Pacific Grove, California)
2004
Multi-sensor tracking of a vehicle on a grid
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (38th : 2004 : Pacific Grove, California)
Discover
Author
47
Siu, T.
21
Malcolm, W.
17
Van Der Hoek, J.
8
Cohen, S.
7
Chan, L.
7
Miao, H.
6
Badescu, A.
6
Deng, J.
6
Sworder, D.
5
Boyd, J.
.
next >
Subject
7
Reference probability
6
BSDE
6
EM algorithm
5
Change of measures
5
comparison theorem
5
Esscher transform
5
Filtering
5
nonlinear expectation
4
Comparison theorem
4
Option pricing
.
next >
Date issued
77
2010 - 2017
81
2000 - 2009
3
1998 - 1999