Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Advisor
Help
Sign on to:
My DSpace
Receive email
updates
Edit Profile
Adelaide Research & Scholarship
Adelaide Research & Scholarship
Search
Search:
All collections
Schools and Disciplines
School of Mathematical Sciences
Applied Mathematics
Pure Mathematics
Statistics
Mathematical Sciences publications
for
Current filters:
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 61-70 of 161 (Search time: 0.003 seconds).
previous
1
...
4
5
6
7
8
9
10
...
17
next
Item hits:
Preview
Issue Date
Title
Author(s)
2014
Filtering and change point estimation for hidden Markov-modulated Poisson processes
Elliott, R.
;
Siu, T.
2015
A Dupire equation for a regime-switching model
Elliott, R.
;
Chan, L.
;
Siu, T.
2015
A note on differentiability in a Markov chain market using stochastic flows
Elliott, R.
;
Siu, T.
2012
Filtering a nonlinear stochastic volatility model
Elliott, R.
;
Siu, T.
;
Fung, E.
2009
Multiple Priors and Asset Pricing
Madan, D.
;
Elliott, R.
2012
Backward stochastic difference equations for a single jump process
Shen, L.
;
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.
2010
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, R.
;
Siu, T.
2011
A BSDE approach to a risk-based optimal investment of an insurer
Elliott, R.
;
Siu, T.
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