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Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.; Osakwe, Carlton-James U. - In: Finance and stochastics 10 (2006) 2, pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
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An application of hidden Markov models to asset allocation problems
Elliott, Robert J. - In: Finance and stochastics 1 (1997) 3, pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
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Stochastic flows and the forward measure
Elliott, Robert J.; Hoek, John van der - In: Finance and stochastics 5 (2001) 4, pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
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Stochastic flows and the forward measure
Elliott, Robert J.; van der Hoek, John - In: Finance and stochastics 5 (2001) 4, pp. 511-526
Persistent link: https://www.econbiz.de/10008216790
Cover Image
Option Pricing for Pure Jump Processes with Markov Switching Compensators
Elliott, Robert J.; Osakwe, Carlton-James U. - In: Finance and stochastics 10 (2006) 2, pp. 250-275
Persistent link: https://www.econbiz.de/10008222668