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Results 21-30 of 81 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
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)
2003
Receivers for multi-mode channels
Sworder, D.
;
Boyd, J.
;
Hutchins, R.
;
Elliott, R.
;
Asilomar Conference on Signals, Systems & Computers (37th : 2003 : Pacific Grove, California)
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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6
2007
8
2006
14
2005
8
2004
9
2003
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2002
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2001