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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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Incomplete diversification and asset pricing
Madan, Dilip B.; Milne, Frank; Elliott, Robert J. - In: Advances in finance and stochastics : essays in honour …, (pp. 101-124). 2002
Persistent link: https://www.econbiz.de/10001672227
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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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A discrete time equivalent martingale measure
Elliott, Robert J. - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
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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
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Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.; Madan, Dilip B.; Siu, Tak Kuen - In: Annals of finance 17 (2021) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
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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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A hidden Markov model of credit quality
Korolkiewicz, Małgorzata W.; Elliott, Robert J. - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3807-3819
Persistent link: https://www.econbiz.de/10003804739
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Duality methods
Elliott, Robert J.; Hoek, John van der - In: Indifference pricing : theory and applications, (pp. 321-386). 2009
Persistent link: https://www.econbiz.de/10003807599