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isPartOf:"International journal of theoretical and applied finance"
~person:"Elliott, Robert J."
~person:"Protter, Philip"
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Elliott, Robert J.
Protter, Philip
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3
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International journal of theoretical and applied finance
Finance research letters
1
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Journal of economic dynamics & control
1
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1
Strict local martingales via filtration enlargement
Dandapani, Aditi
;
Protter, Philip
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
Saved in:
2
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
3
Absolutely continuous compensators
Janson, Svante
;
M'Baye, Sokhna
;
Protter, Philip
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 335-351
Persistent link: https://www.econbiz.de/10009154919
Saved in:
4
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
5
Parameter estimation for a regime-switching mean-reverting model with jumps
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 791-806
Persistent link: https://www.econbiz.de/10003133883
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