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Search: person:"Elliott, James"
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Theorie
53
Theory
53
Option pricing theory
44
Optionspreistheorie
44
Markov chain
41
Markov-Kette
41
Stochastic process
28
Stochastischer Prozess
28
CAPM
17
Volatility
15
Volatilität
15
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14
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14
Yield curve
12
Zinsstruktur
12
Hedging
9
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9
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Black-Scholes model
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Black-Scholes-Modell
8
Derivat
8
Derivative
8
Estimation theory
8
Schätztheorie
8
USA
8
United States
8
Financial analysis
7
Finanzanalyse
7
Option trading
7
Optionsgeschäft
7
ARCH model
6
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6
Börsenkurs
6
Financial market
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Finanzmarkt
6
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6
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Article
126
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22
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83
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8
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5
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4
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3
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English
112
Undetermined
36
Author
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Elliott, Robert J.
97
Siu, Tak Kuen
28
Elliott, James
15
Elliott, James R.
7
Chan, Leunglung
6
Elliott, James M
6
Hoek, John van der
6
Madan, Dilip B.
6
Elliott, James M.
5
Badescu, Alexandru
4
Barone-Adesi, Giovanni
4
Chesney, Marc
4
Lange, Irene
4
Mamon, Rogemar S.
4
Miao, Hong
4
Wu, Ping
4
Badescu, Alex
3
Bradrania, Reza
3
Elliott, Graham
3
Elliott, James F.
3
Hunter, William Curt
3
Jamieson, Barbara M.
3
Lyle, Matthew R.
3
Stock, James H.
3
Zhu, Song-Ping
3
Allegretto, Walter
2
Cohen, Samuel N.
2
Elliott, James A. M.
2
Elliott, Richard
2
Fitchett, James A.
2
Flynn, Timothy W.
2
Gibson, Rajna
2
Jull, Gwendolen
2
Kalev, Petko S.
2
Kopp, Peter E.
2
Lau, John W.
2
Lian, Guanghua
2
Milne, Frank
2
Nishide, Katsumasa
2
O'Leary, Shaun
2
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Chambre de commerce et d'industrie de Paris
1
National Bureau of Economic Research
1
Published in...
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Journal of orthopaedic and sports physical therapy : the official publ. of the Orthopaedic and Sports Medicine Section of the American Physical Therapy Association
16
International journal of theoretical and applied finance
13
Annals of finance
7
Journal of economic dynamics & control
6
Applied mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Asia-Pacific financial markets
3
Energy economics
3
Insurance / Mathematics & economics
3
Quantitative finance
3
The journal of futures markets
3
Finance and stochastics
2
International series in operations research & management science
2
Journal of International Business Studies
2
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
2
Les cahiers de recherche / HEC Paris
2
Marketing theory
2
Social Science Quarterly
2
The European journal of finance
2
Accounting and finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in statistics, probability and actuarial science
1
Annals of operations research
1
Asian survey : a bimonthly review of contemporary Asian affairs
1
Astin bulletin : the journal of the International Actuarial Association
1
Bulletin / Reserve Bank of Australia
1
Center Discussion Paper
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Discussion paper / Institute for Economic Research, Queen's University
1
Economic Modelling
1
Economic modelling
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
Financial mathematics, volatility and covariance modelling
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
IMA journal of management mathematics
1
Indifference pricing : theory and applications
1
International business : issues and concepts
1
International journal of financial engineering
1
International journal of financial engineering and risk management
1
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ECONIS (ZBW)
119
OLC EcoSci
18
RePEc
7
USB Cologne (EcoSocSci)
3
EconStor
1
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148
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1
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
The road to Australian dollar funding
James, Elliott
;
Vallence, Christian
- In:
Bulletin / Reserve Bank of Australia
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012270592
Saved in:
3
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
4
Deliberate premarket underpricing : new evidence on IPO pricing using machine learning
Pirayesh Neghab, Davood
;
Bradrania, Reza
;
Elliott, Robert J.
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 902-927
Persistent link: https://www.econbiz.de/10014475077
Saved in:
5
Optimal asset allocation under search frictions and stochastic interest rate
Wang, Ning
;
Zhu, Song-Ping
;
Elliott, Robert J.
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10014304432
Saved in:
6
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
7
Institutional ownership and liquidity commonality : evidence from Australia
Bradrania, Reza
;
Elliott, Robert J.
;
Wu, Winston
- In:
Accounting and finance
62
(
2022
),
pp. 1231-1272
Persistent link: https://www.econbiz.de/10013187784
Saved in:
8
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
9
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
10
The Future of Auditing: An Interview with Robert Elliott : Robert Elliott; Huijue Kelly Duan
Elliott, Robert J.
(
interviewee
); …
- In:
Journal of emerging technologies in Accounting
19
(
2022
)
2
,
pp. 23-27
Persistent link: https://www.econbiz.de/10014309496
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