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Hidden Markov models in finance
Mamon, Rogemar S. (ed.); Elliott, Robert J. (ed.) - 2010
Persistent link: https://www.econbiz.de/10011550091
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Further developments and applications
Mamon, Rogemar S. (ed.); Elliott, Robert J. (ed.) - 2014 - Softcover reprint of the hardcover 1st edition 2014
Persistent link: https://www.econbiz.de/10011539298
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Advancing the state of the art
Mamon, Rogemar S. (ed.); Elliott, Robert J. (ed.) - 2010
Persistent link: https://www.econbiz.de/10008934439
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A complete Yield curve description of a Markov interest rate model
Elliott, Robert J.; Mamon, Rogemar S. - In: International journal of theoretical and applied finance 6 (2003) 4, pp. 317-326
Persistent link: https://www.econbiz.de/10001779812
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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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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
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On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.; Siu, Tak Kuen - In: Applied mathematical finance 16 (2009) 1/2, pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
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Investment timing under regime switching
Elliott, Robert J.; Miao, Hong; Yu, Jin - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 443-463
Persistent link: https://www.econbiz.de/10003879069