The following pages link to Robert J. Elliott (Q234255):
Displaying 50 items.
- Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
- Markovian regime-switching market completion using additional Markov jump assets (Q2912029) (← links)
- Measure theory and filtering. Introduction and applications. (Q2914432) (← links)
- On Binomial Observations of Continuous-Time Markovian Population Models (Q2949848) (← links)
- On Finite-State Stochastic Modeling and Secure Estimation of Cyber-Physical Systems (Q2979265) (← links)
- Filtering With Uncertain Noise (Q2989593) (← links)
- Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations (Q2999822) (← links)
- Comparison Theorems for Finite State Backward Stochastic Differential Equations (Q3000881) (← links)
- A Nonlinear Filter with Fractional Gaussian Noise (Q3005162) (← links)
- (Q3015769) (← links)
- PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050) (← links)
- AMERICAN OPTIONS WITH REGIME SWITCHING (Q3022058) (← links)
- (Q3031735) (← links)
- (Q3034617) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223) (← links)
- Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Exact hybrid filters in discrete time (Q3124466) (← links)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
- (Q3138631) (← links)
- (Q3139219) (← links)
- (Q3140688) (← links)
- A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066) (← links)
- On-line almost-sure parameter estimation for partially observed discrete-time linear systems with known noise characteristics (Q3150139) (← links)
- Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems (Q3158153) (← links)
- (Q3160500) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- VaR and expected shortfall: a non-normal regime switching framework (Q3182749) (← links)
- (Q3200962) (← links)
- (Q3208554) (← links)
- (Q3209938) (← links)
- Convergence of the empirical distribution to the poisson process (Q3319492) (← links)
- Semimartingales and the empirical distribution (Q3336444) (← links)
- (Q3348845) (← links)
- (Q3352206) (← links)
- Approximations for the values of american options (Q3353912) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE (Q3421819) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- (Q3462068) (← links)
- Option pricing and hedge portfolios for poisson progresses (Q3475093) (← links)
- Bilateral prediction (Q3485681) (← links)
- A Non-Linear Filter (Q3518308) (← links)
- Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models (Q3521273) (← links)
- Risk-Sensitive Filtering and Smoothing for Continuous-Time Markov Processes (Q3547342) (← links)
- Nonlinear Filter Estimation of Volatility (Q3580107) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
