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~isPartOf:"Annals of finance"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of economic dynamics & control"
~person:"Elliott, Robert J."
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Stochastic process
6
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Markov chain
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Option pricing theory
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Elliott, Robert J.
McAleer, Michael
16
Viens, Frederi G.
6
Li, Kai
5
Asai, Manabu
4
Branger, Nicole
4
Chang, Chia-Lin
4
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Annals of finance
Econometric Institute research papers
Journal of economic dynamics & control
Applied mathematical finance
2
International Series in Operations Research & Management Science
2
International journal of theoretical and applied finance
2
International series in operations research & management science
2
SpringerLink / Bücher
2
The journal of futures markets
2
Advances in statistics, probability and actuarial science
1
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
OR spectrum : quantitative approaches in management
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The journal of derivatives : JOD
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ECONIS (ZBW)
6
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1
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
2
A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
3
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
4
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
5
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
6
Option pricing and Esscher transform under regime switching
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Annals of finance
1
(
2005
)
4
,
pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
Saved in:
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