The following pages link to Robert J. Elliott (Q234255):
Displaying 50 items.
- A Discrete Time Equivalent Martingale Measure (Q4213036) (← links)
- (Q4218379) (← links)
- (Q4227215) (← links)
- Option pricing with regulated fractional Brownian motion (Q4258745) (← links)
- A genetic filtering problem<sup>∗</sup> (Q4261530) (← links)
- Discrete time filters for doubly stochastic poisson processes and other exponential noise models (Q4269862) (← links)
- A general recursive discrete-time filter (Q4274450) (← links)
- (Q4283305) (← links)
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems (Q4309222) (← links)
- Celestial signal estimation (Q4309973) (← links)
- (Q4323296) (← links)
- Estimation for discrete Markov random fields observed in Gaussian noise (Q4324130) (← links)
- Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems (Q4339717) (← links)
- Portfolio optimization and contingent claim pricing with differential information (Q4347778) (← links)
- Exact finite-dimensional filters for doubly stochastic auto-regressive processes (Q4361433) (← links)
- Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying<sup>1</sup> (Q4372002) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (Q4372016) (← links)
- Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems (Q4377423) (← links)
- M.A.P.Estimation for hidden discrete Markov random fields (Q4385652) (← links)
- (Q4386557) (← links)
- Classes of Nonlinear Partially Observable Stochastic Optimal Control Problems with Explicit Optimal Control Laws (Q4388923) (← links)
- Adaptive control of linear systems with Markov perturbations (Q4396065) (← links)
- A finite-dimensional filter for hybrid observations (Q4400254) (← links)
- A General Fractional White Noise Theory And Applications To Finance (Q4409032) (← links)
- (Q4438197) (← links)
- Conditional Moment Generating Functions for Integrals and Stochastic Integrals (Q4443055) (← links)
- A method for portfolio choice (Q4455498) (← links)
- On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half (Q4464388) (← links)
- New finite-dimensional risk-sensitive filters: small noise limits (Q4506564) (← links)
- New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models (Q4506764) (← links)
- Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities (Q4506887) (← links)
- Exact filters for certain moments and stochastic integrals of the state of systems with Benes nonlinearity (Q4506916) (← links)
- Information states in stochastic control and filtering: a Lie algebraic theoretic approach (Q4507110) (← links)
- A martingale Kronecker lemma and parameter estimation for linear systems (Q4507202) (← links)
- (Q4550914) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- Pricing options in a Markov regime switching model with a random acceleration for the volatility (Q4557217) (← links)
- Default Times in a Continuous Time Markov Chain Economy (Q4584997) (← links)
- Introduction to Hidden Semi-Markov Models (Q4599362) (← links)
- Perpetual American options with fractional Brownian motion (Q4610216) (← links)
- Malliavin calculus in a binomial framework (Q4627094) (← links)
- An interest rate model with a Markovian mean reverting level (Q4647230) (← links)
- Markov Chain Hitting Times (Q4648512) (← links)
- Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
- Hidden Markov Chain Filtering for a Jump Diffusion Model (Q4678751) (← links)
- General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- Finite-dimensional models for hidden Markov chains (Q4698507) (← links)
- Markov bridges and enlarged filtrations (Q4710941) (← links)