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Issue Date
Title
Author(s)
2005
Finite-dimensional filtering and control for continuous-time nonlinear systems
Elliott, R.
;
Aggoun, L.
;
Benmerzouga, A.
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.
2011
Pricing and hedging contingent claims with regime switching risk
Elliott, R.
;
Siu, T.
2005
Mathematics of Financial Markets
Elliott, R.
;
Kopp, P.
2004
Pricing claims on non tradable assets
Elliott, R.
;
Van Der Hoek, J.
2007
Ito formulas for franctional Brownian motion
Elliott, R.
;
Van Der Hoek, J.
;
Fu, M.
;
Jarrow, R.
;
Yen, J.
;
Elliott, R.
Discover
Author
47
Siu, T.
21
Malcolm, W.
17
Van Der Hoek, J.
8
Cohen, S.
7
Chan, L.
7
Miao, H.
6
Badescu, A.
6
Deng, J.
6
Sworder, D.
5
Boyd, J.
.
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Subject
7
Reference probability
6
BSDE
6
EM algorithm
5
Change of measures
5
comparison theorem
5
Esscher transform
5
Filtering
5
nonlinear expectation
4
Comparison theorem
4
Option pricing
.
next >
Date issued
77
2010 - 2017
81
2000 - 2009
3
1998 - 1999