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The stochastic convergence of CO2 emissions : a long memory approach

Barassi, Marco R.; Cole, Matthew A.; Elliott, Robert J. R. - 2010

Persistent link: https://www.econbiz.de/10009374190

The stochastic convergence of CO2 emissions : a long memory approach

Barassi, Marco R.; Cole, Matthew A.; Elliott, Robert J. R. - In: Environmental & resource economics : the official … 49 (2011) 3, pp. 367-385

Persistent link: https://www.econbiz.de/10009261955

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

A general fractional white noise theory and applications to finance

Elliott, Robert J. R.; Hoek, John van der - In: Mathematical finance : an international journal of … 13 (2003) 2, pp. 301-330

Persistent link: https://www.econbiz.de/10001765692

Robust parameter estimation for asset price models with Markov modulated volatilities

Elliott, Robert J. R.; Malcolm, W. P.; Tsoi, Allanus H. - In: Journal of economic dynamics & control 27 (2003) 8, pp. 1391-1409

Persistent link: https://www.econbiz.de/10001736104

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

A PDE approach for risk measures for derivatives with regime switching

Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung - In: Annals of finance 4 (2008) 1, pp. 55-74

Persistent link: https://www.econbiz.de/10003589415

Dynamic optimal capital structure with regime switching

Elliott, Robert J.; Shen, Jia - In: Annals of finance 11 (2015) 2, pp. 199-220

Persistent link: https://www.econbiz.de/10011376180

Asset pricing using trading volumes in a hidden regime-switching environment

Elliott, Robert J.; Siu, Tak Kuen - In: Asia-Pacific financial markets 22 (2015) 2, pp. 133-149

Persistent link: https://www.econbiz.de/10011377522

Default times in a continuous time Markov chain economy

Elliott, Robert J.; Hoek, John van der - In: Applied mathematical finance 20 (2013) 5/6, pp. 450-460

Persistent link: https://www.econbiz.de/10010235596