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Issue Date	Title	Author(s)
2016	Pricing options in a Markov regime switching model with a random acceleration for the volatility	Elliott, R.; Chan, L.; Siu, T.
2015	A note on differentiability in a Markov chain market using stochastic flows	Elliott, R.; Siu, T.
2003	On the numerical stability of time-discretised state estimation via Clark transformations	Malcolm, W.; Elliott, R.; Van Der Hoek, J.; IEEE Conference on Decision and Control (42nd : 2003 : Maui, Hawaii)
2004	Multi-sensor tracking of a vehicle on a grid	Sworder, D.; Boyd, J.; Hutchins, R.; Elliott, R.; Asilomar Conference on Signals, Systems & Computers (38th : 2004 : Pacific Grove, California)
2005	Finite-dimensional filtering and control for continuous-time nonlinear systems	Elliott, R.; Aggoun, L.; Benmerzouga, A.
2006	Option pricing for GARCH models with Markov switching	Elliott, R.; Siu, T.; Chan, L.
2006	A hidden Markov approach to the forward premium puzzle	Elliott, R.; Han, B.
2006	Binomial Models in Finance	Van Der Hoek, J.; Elliott, R.
2011	Backward Stochastic Difference Equations with Finite States	Cohen, S.; Elliott, R.; Kohatsu Higa, A.; Privault, N.; Sheu, S.; Workshop on Stochastic Analysis and Finance (29 Jun 2009 - 3 Jul 2009 : Hong Kong)
2010	A Zakai equation derivation of the extended Kalman filter	Elliott, R.; Haykin, S.