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Issue Date
Title
Author(s)
2006
Stochastic volatility model with filtering
Elliott, R.
;
Miao, H.
2001
Fractional Brownian motion and financial modelling
Elliott, R.
;
Van Der Hoek, J.
;
Kohlmann, M.
;
Tang, S.
2006
State and mode estimation for discrete-time jump Markov systems
Elliott, R.
;
Dufour, F.
;
Malcolm, W.
Discover
Author
12
Malcolm, W.
10
Van Der Hoek, J.
4
Tsoi, A.
3
Chan, L.
3
IEEE Conference on Decision and C...
2
Bender, C.
2
Djaferis, T.
2
Krishnamurthy, V.
2
Siu, T.
2
Wu, P.
.
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Subject
2
filtering
2
fractional Brownian motion
2
Markov switching
2
Martingales
2
Option pricing
2
Reference probability
1
adaptive estimation
1
analytical option valuation.
1
Arbitrage
1
binary market models
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Date issued
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2007
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2006
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2002
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2001
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1999
1
1998
