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Issue Date	Title	Author(s)
2006	State and mode estimation for discrete-time jump Markov systems	Elliott, R.; Dufour, F.; Malcolm, W.
2002	American options with regime switching	Buffington, J.; Elliott, R.
2006	A hidden Markov approach to the forward premium puzzle	Elliott, R.; Han, B.
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.
2001	Robust smoother dynamics for Poisson processes driven by an Ito^diffusion	Elliott, R.; Malcolm, W.; Djaferis, T.; IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
2001	Robust M-ary detection filters for continuous-time jump Markov systems	Elliott, R.; Malcolm, W.; Djaferis, T.; IEEE Conference on Decision and Control (40th : 2001 : Orlando, Florida)
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)
2004	A deterministic discretisation-step upper bound for state estimation via Clark transformations	Malcolm, W.; Elliott, R.; Van Der Hoek, J.
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)