Similar Search Results

The stochastic convergence of CO2 emissions : a long memory approach

Barassi, Marco R.; Cole, Matthew A.; Elliott, Robert J. R. - 2010

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009374190

The stochastic convergence of CO2 emissions : a long memory approach

Barassi, Marco R.; Cole, Matthew A.; Elliott, Robert J. R. - In: Environmental & resource economics : the official … 49 (2011) 3, pp. 367-385

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009261955

A general fractional white noise theory and applications to finance

Elliott, Robert J. R.; Hoek, John van der - In: Mathematical finance : an international journal of … 13 (2003) 2, pp. 301-330

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001765692

Robust parameter estimation for asset price models with Markov modulated volatilities

Elliott, Robert J. R.; Malcolm, W. P.; Tsoi, Allanus H. - In: Journal of economic dynamics & control 27 (2003) 8, pp. 1391-1409

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001736104

Option pricing for pure jump processes with Markov switching compensators

Elliott, Robert J. R.; Osakwe, Carlton-James U. - In: Finance and stochastics 10 (2006) 2, pp. 250-275

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003334921

Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott

Cohen, Samuel N. (ed.); Madan, Dilip B. (ed.); … - 2012

This title consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering--

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012658655

Option pricing with regularized fractional Brownian motions

Aldabe, F. - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 379-397). 1997

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001298418

Stochastic flows and the forward measure

Elliott, Robert J.; Hoek, John van der - In: Finance and stochastics 5 (2001) 4, pp. 511-525

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001614608

Using the Hull and White two factor model in bank treasury risk management

Elliott, Robert J.; Hoek, John van der - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 269-280). 2002

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001679453

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://ebvufind01.dmz1.zbw.eu/10003090579