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An application of hidden Markov models to asset allocation problems

Elliott, Robert J. - In: Finance and stochastics 1 (1997) 3, pp. 229-238

Persistent link: https://www.econbiz.de/10001224221

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://www.econbiz.de/10001679453

Binomial models in finance : with 25 tables

Hoek, John van der; Elliott, Robert J. - 2006

Persistent link: https://www.econbiz.de/10002734174

Default times in a continuous time Markov chain economy

Elliott, Robert J.; Hoek, John van der - In: Applied mathematical finance 20 (2013) 5/6, pp. 450-460

Persistent link: https://www.econbiz.de/10010235596

Duality methods

Elliott, Robert J.; Hoek, John van der - In: Indifference pricing : theory and applications, (pp. 321-386). 2009

Persistent link: https://www.econbiz.de/10003807599

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://www.econbiz.de/10001614608

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://www.econbiz.de/10012658655

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://www.econbiz.de/10001765692

[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]

Cvitanić, Jakša - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 995-996

Persistent link: https://www.econbiz.de/10001497491

Analytical solutions to the pricing of American bond and yield options

Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version

Persistent link: https://www.econbiz.de/10000817550