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198
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119
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67
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49
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49
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28
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25
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20
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15
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15
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15
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15
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13
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13
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12
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11
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10
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41
Insurance claims modulated by a hidden Brownian marked point process
Elliott, Robert J.
;
Chen, Zhiping
;
Duan, Qihong
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10009517585
Saved in:
42
Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.
;
Siu, Tak Kuen
;
Badescu, Alex
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1025-1047
Persistent link: https://www.econbiz.de/10009388893
Saved in:
43
Advancing the state of the art
Mamon, Rogemar S.
(
ed.
);
Elliott, Robert J.
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10008934439
Saved in:
44
Asset prices with regime-switching variance gamma dynamics
Royal, Andrew J.
;
Elliott, Robert J.
-
2009
Persistent link: https://www.econbiz.de/10003827090
Saved in:
45
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
46
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
47
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/10003750782
Saved in:
48
Option pricing and Esscher transform under regime switching
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Annals of finance
1
(
2005
)
4
,
pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
Saved in:
49
Parameter estimation for a regime-switching mean-reverting model with jumps
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 791-806
Persistent link: https://www.econbiz.de/10003133883
Saved in:
50
Binomial models in finance : with 25 tables
Hoek, John van der
;
Elliott, Robert J.
-
2006
Persistent link: https://www.econbiz.de/10002734174
Saved in:
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