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Elliott, Robert J.
198
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119
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67
Cole, Matthew A.
49
Siu, Tak Kuen
43
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19
Azhar, Abdul K. M.
15
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13
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13
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12
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12
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11
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10
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10
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8
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8
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7
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7
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7
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7
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7
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14
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13
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311
A model for energy pricing with stochastic emission costs
Elliott, Robert J.
;
Lyle, Matthew R.
;
Miao, Hong
- In:
Energy economics
32
(
2010
)
4
,
pp. 838-848
Persistent link: https://www.econbiz.de/10008422675
Saved in:
312
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
Saved in:
313
A Discrete Time Equivalent Martingale Measure
Elliott, Robert J.
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10008219271
Saved in:
314
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
Saved in:
315
Attainable Claims in a Markov Market
Bensoussan, Alain
;
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 121-132
Persistent link: https://www.econbiz.de/10008223670
Saved in:
316
Cutting the hedge
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Computational economics
29
(
2007
)
2
,
pp. 151-158
Persistent link: https://www.econbiz.de/10007614490
Saved in:
317
Parameter estimation in commodity markets: A filtering approach
Elliott, Robert J.
;
Hyndman, Cody B.
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2350-2373
Persistent link: https://www.econbiz.de/10007738979
Saved in:
318
Viterbi-Based Estimation for Markov Switching GARCH Model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Kuen Siu, Tak
- In:
Applied mathematical finance
19
(
2012
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10009983142
Saved in:
319
Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010072038
Saved in:
320
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models
Elliott, Robert J.
;
Krishnamurthy, Vikram
;
Sass, Jörn
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10008077663
Saved in:
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