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PreviewIssue DateTitleAuthor(s)
2006Option pricing for GARCH models with Markov switchingElliott, R.; Siu, T.; Chan, L.
2006A hidden Markov approach to the forward premium puzzleElliott, R.; Han, B.
2006Binomial Models in FinanceVan Der Hoek, J.; Elliott, R.
2006Optimal linear estimation and data fusionElliott, R.; Van Der Hoek, J.
2006Data-recursive smoother formulae for partially observed discrete-time Markov chainsElliott, R.; Malcolm, W.
2006Option pricing for pure jump processes with Markov switching compensatorsElliott, R.
2006Stochastic volatility model with filteringElliott, R.; Miao, H.
2006State and mode estimation for discrete-time jump Markov systemsElliott, R.; Dufour, F.; Malcolm, W.

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