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~isPartOf:"International journal of theoretical and applied finance"
~person:"Elliott, Robert J."
~subject:"Stochastic process"
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Option pricing theory
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Elliott, Robert J.
Gapeev, Pavel V.
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International journal of theoretical and applied finance
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International Series in Operations Research & Management Science
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International series in operations research & management science
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Journal of economic dynamics & control
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SpringerLink / Bücher
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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European journal of operational research : EJOR
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Finance and stochastics
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance : IJTAF
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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OR spectrum : quantitative approaches in management
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The journal of derivatives : JOD
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Hedging options in a doubly Markov-modulated financial market via stochastic flows
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012183224
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2
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
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