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Issue Date
Title
Author(s)
2005
Finite-dimensional filtering and control for continuous-time nonlinear systems
Elliott, R.
;
Aggoun, L.
;
Benmerzouga, A.
2006
Option pricing for GARCH models with Markov switching
Elliott, R.
;
Siu, T.
;
Chan, L.
2006
Binomial Models in Finance
Van Der Hoek, J.
;
Elliott, R.
2004
Measure theory and filtering: Introduction and applications
Aggoun, L.
;
Elliott, R.
2003
A general fractional white noise theory and applications to finance
Elliott, R.
;
Van Der Hoek, J.
2002
Portfolio optimization, hidden Markov models, and technical analysis of P and F charts
Elliott, R.
;
Hinz, J.
2005
Mathematics of Financial Markets
Elliott, R.
;
Kopp, P.
2004
Pricing claims on non tradable assets
Elliott, R.
;
Van Der Hoek, J.
2007
Ito formulas for franctional Brownian motion
Elliott, R.
;
Van Der Hoek, J.
;
Fu, M.
;
Jarrow, R.
;
Yen, J.
;
Elliott, R.
2007
The term structure of interest rates in a hidden markov setting
Elliott, R.
;
Wilson, C.
;
Mamon, R.
;
Elliott, R.
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
6
2008
6
2007
8
2006
14
2005
8
2004
9
2003
10
2002
9
2001