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Issue Date	Title	Author(s)
2005	Mathematics of Financial Markets	Elliott, R.; Kopp, P.
1999	Discrete Time Filter for a Doubly Stochastic Poisson Process and other Exponential Noise Models	Manton, J.; Elliott, R.; Krishnamurthy, V.
2004	A deterministic discretisation-step upper bound for state estimation via Clark transformations	Malcolm, W.; Elliott, R.; Van Der Hoek, J.
2004	Pricing claims on non tradable assets	Elliott, R.; Van Der Hoek, J.
2001	Improved smoother dynamics for discrete time HMM parameter estimation	Elliott, R.; Malcolm, W.; Theodore Djaferis; IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
2005	Hidden Markov chain filtering for a jump diffusion model	Wu, P.; Elliott, R.
2003	Perpetual American options with fractional Brownian motion	Elliott, R.; Chan, L.
1999	Short rate analysis and marked point processes	Elliott, R.; Tsoi, A.; Lui, S.
2003	On the Clark-Ocone theorem for fractional Brownian motions with Hurst parameter bigger than half	Bender, C.; Elliott, R.
2007	The solution of a free boundary problem related to environmental management systems	Elliott, R.; Filinkov, A.