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Estimating a regime switching pairs trading model
Elliott, Robert J.; Bradrania, Reza - In: Quantitative finance 18 (2018) 5, pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
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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
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Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott
Cohen, Samuel N. (ed.); Madan, Dilip B. (ed.);  … - 2012
This title consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering--
Persistent link: https://www.econbiz.de/10012658655
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Incomplete diversification and asset pricing
Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000135929
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Numerical evaluation of the critical price and American options
Allegretto, Walter; Barone-Adesi, Giovanni; Elliott, … - 1994
Persistent link: https://www.econbiz.de/10000899141
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Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc; Elliott, Robert J. - 1995
Persistent link: https://www.econbiz.de/10000910595
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Analytical solutions to the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000817550
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Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 1999
Persistent link: https://www.econbiz.de/10000663279
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Option pricing with regularized fractional Brownian motions
Aldabe, F. - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 379-397). 1997
Persistent link: https://www.econbiz.de/10001298418
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352