The following pages link to Robert J. Elliott (Q234255):
Displaying 50 items.
- Quasilinear resolutions of non-linear equations (Q1843110) (← links)
- Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (Q1917179) (← links)
- Estimation for hidden Markov random fields (Q1918169) (← links)
- Backward stochastic difference equations for a single jump process (Q1930453) (← links)
- A converse comparison theorem for anticipated BSDEs and related non-linear expectations (Q1933588) (← links)
- Change point estimation for continuous-time hidden Markov models (Q1940400) (← links)
- Incomplete markets with jumps and informed agents (Q1974592) (← links)
- Modal estimation in hybrid systems (Q1977786) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Boundary processes: the calculus of processes diffusing on the boundary (Q2266530) (← links)
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728) (← links)
- A level-1 limit order book with time dependent arrival rates (Q2283666) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Filtering and change point estimation for hidden Markov-modulated Poisson processes (Q2345286) (← links)
- On pricing barrier options with regime switching (Q2348970) (← links)
- Option valuation under a regime-switching constant elasticity of variance process (Q2350148) (← links)
- Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783) (← links)
- A modified hidden Markov model (Q2350827) (← links)
- Dynamic optimal capital structure with regime switching (Q2351636) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- The existence of value in differential games of pursuit and evasion (Q2554994) (← links)
- Upper values of differential games (Q2556282) (← links)
- Alternate play in differential games (Q2559315) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- Filtering hidden semi-Markov chains (Q2637366) (← links)
- The optimal control of diffusions (Q2639325) (← links)
- Cutting the hedge (Q2642583) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- A hidden Markov model of credit quality (Q2654428) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
- On models of default risk. (Q2707142) (← links)
- Hidden Markov chain filtering for generalised Bessel processes (Q2707625) (← links)
- Filtering and parameter estimation for a mean reverting interest rate model (Q2713012) (← links)
- Fractional Brownian motion and financial modelling (Q2741102) (← links)
- A CONTINUOUS TIME KRONECKER'S LEMMA AND MARTINGALE CONVERGENCE (Q2746377) (← links)
- Using the Hull and White two factor model in bank treasury risk management (Q2782357) (← links)
- Solutions of backward stochastic differential equations on Markov chains (Q2790471) (← links)
- General equilibrium asset pricing under regime switching (Q2790484) (← links)
- Risk-based indifference pricing under a stochastic volatility model (Q2790522) (← links)
- On anticipated backward stochastic differential equations with Markov chain noise (Q2821903) (← links)
- Multiple Solutions to Stochastic Differential Delay Equations and a Related Comparison Theorem (Q2844025) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance (Q2903513) (← links)
