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Issue Date	Title	Author(s)
2006	Data-recursive smoother formulae for partially observed discrete-time Markov chains	Elliott, R.; Malcolm, W.
2002	American options with regime switching	Buffington, J.; Elliott, R.
2002	A mixed MAP/MLSE receiver for convolutional coded signals transmitted over a fading channel	White, L.; Elliott, R.
2006	Option pricing for pure jump processes with Markov switching compensators	Elliott, R.
2002	Using the Hull and White two factor model in bank treasury risk management	Elliott, R.; Van Der Hoek, J.; Geman, H.; Madan, D.; Pliska, S.; Vorst, T.
2004	Arbitrage in a discrete version of the Wick-Fractional Black Scholes model	Bender, C.; Elliott, R.
2002	Robust continuous-time smoothers without two-sided stochastic integrals	Krishnamurthy, V.; Elliott, R.
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.