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Issue Date
Title
Author(s)
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.
2001
Stochastic flows and the forward measure
Elliott, R.
;
Van Der Hoek, J.
2005
Parameter estimation for a regime-switching mean-reverting model with jumps
Wu, P.
;
Elliott, R.
2003
A complete yield curve description of a Markov interest rate model
Elliott, R.
;
Mamon, R.
Discover
Author
12
Malcolm, W.
10
Van Der Hoek, J.
3
Chan, L.
3
IEEE Conference on Decision and C...
3
Tsoi, A.
2
Bender, C.
2
Djaferis, T.
2
Siu, T.
2
Wu, P.
1
Aggoun, L.
.
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Subject
1
Black-Scholes equation.
1
bond pricing
1
Characteristic Function
1
Clark-Ocone representation theorem
1
Compensator
1
Continuous time
1
Convolutional decoding
1
Counterexamples
1
data fusion
1
discrete Wick products
.
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