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Malliavin calculus in a binomi...
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Elliott, Robert J.
198
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120
Cole, Matthew A.
49
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30
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24
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211
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
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212
Endogenous pollution havens : does FDI influence environmental regulations?
Cole, Matthew A.
;
Elliott, Robert J. R.
;
Fredriksson, Per
- In:
The Scandinavian journal of economics
108
(
2006
)
1
,
pp. 157-178
Persistent link: https://www.econbiz.de/10003319277
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213
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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214
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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215
In search of environmental spillovers
Albornoz, Facundo
;
Cole, Matthew A.
;
Elliott, Robert J. R.
- In:
The world economy : the leading journal on …
32
(
2009
)
1
,
pp. 136-163
Persistent link: https://www.econbiz.de/10003807978
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216
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
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217
A "simple" hybrid model for power derivatives
Lyle, Matthew R.
;
Elliott, Robert J.
- In:
Energy economics
31
(
2009
)
5
,
pp. 757-767
Persistent link: https://www.econbiz.de/10003880275
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218
Dirty money : is there a wage premium for working in a pollution intensive industry?
Cole, Matthew A.
;
Elliott, Robert J. R.
;
Lindley, Joanne K.
- In:
Journal of risk and uncertainty : JRU
39
(
2009
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10003903506
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219
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/10003485120
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220
Corruption, governance and FDI location in China : a province-level analysis
Cole, Matthew A.
;
Elliott, Robert J. R.
;
Zhang, Jing
- In:
The journal of development studies : JDS
45
(
2009
)
9
,
pp. 1494-1512
Persistent link: https://www.econbiz.de/10003909415
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