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Issue Date	Title	Author(s)
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)
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.
2004	Measure theory and filtering: Introduction and applications	Aggoun, L.; Elliott, R.
2003	A general fractional white noise theory and applications to finance	Elliott, R.; Van Der Hoek, J.
2002	Portfolio optimization, hidden Markov models, and technical analysis of P and F charts	Elliott, R.; Hinz, J.
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)
2005	Option pricing and Esscher transform under regime switching	Elliott, R.; Chan, L.; Siu, T.
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)