The following pages link to Robert J. Elliott (Q234255):
Displaying 50 items.
- The Partially Observed Stochastic Minimum Principle (Q4731120) (← links)
- (Q4731735) (← links)
- Approximations to solutions of the zakai filtering equation (Q4735875) (← links)
- Component Failure and Compensators (Q4746702) (← links)
- Measure Theory and Filtering (Q4828278) (← links)
- The second order minimum principle and adjoint process (Q4840912) (← links)
- Estimating the instantaneous volatility and covariance of risky assets (Q4842350) (← links)
- Recursive estimation for hidden Markov models: a dependent case (Q4848791) (← links)
- A Finite-Dimensional Risk-Sensitive Control Problem (Q4862439) (← links)
- General finite-dimensional risk-sensitive problems and small noise limits (Q4876586) (← links)
- (Q4877356) (← links)
- (Q4890949) (← links)
- Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- (Q4925766) (← links)
- Filtering a Markov Modulated Random Measure (Q4978658) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- “Pricing Annuity Guarantees Under a Regime-Switching Model”, X. Sheldon Lin, Ken Seng Tan and Hailiang Yang, July 2009 (Q5029072) (← links)
- Estimating the Matthew Effects: Switching Pareto Dynamics (Q5050083) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- Filtering Response Directions (Q5162853) (← links)
- INVESTMENT TIMING UNDER REGIME SWITCHING (Q5193003) (← links)
- Backward Stochastic Differential Equations for a Single Jump Process (Q5198941) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Stochastic Calculus and Applications (Q5254980) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
- Robust continuous-time smoothers without two-sided stochastic integrals (Q5267016) (← links)
- Optimal Linear Estimation and Data Fusion (Q5281818) (← links)
- Filtering a Double Threshold Model With Regime Switching (Q5353440) (← links)
- A mixed MAP/MLSE receiver for convolutional coded signals transmitted over a fading channel (Q5353674) (← links)
- A Nash equilibrium filter (Q5355179) (← links)
- Viterbi-Based Estimation for Markov Switching GARCH Model (Q5363199) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case (Q5397411) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
- The Term Structure of Interest Rates in a Hidden Markov Setting (Q5424400) (← links)
- Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets (Q5424402) (← links)
- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality (Q5424404) (← links)
- The Solution of a Free Boundary Problem Related to Environmental Management Systems (Q5430131) (← links)
- Stochastic Volatility Model with Filtering (Q5478920) (← links)
- OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827) (← links)
- (Q5506184) (← links)
- Analytic Functions in Locally Convex Algebras (Q5509926) (← links)
- (Q5512374) (← links)
- (Q5512375) (← links)
- Inductive Limits of Uniform Spaces (Q5525224) (← links)
- Almost Hypoelliptic Differential Operators (Q5558644) (← links)
- (Q5584881) (← links)
