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Issue Date	Title	Author(s)
2014	Quadratic hedging schemes for non-Gaussian GARCH models	Badescu, A.; Elliott, R.; Ortega, J.
2012	How to value risk	Shen, B.; Elliott, R.
2016	Comparison and converse comparison theorems for backward stochastic differential equations with Markov chain noise	Yang, Z.; Ramarimbahoaka, D.; Elliott, R.
2011	On pricing and hedging options in regime-switching models with feedback effect	Elliott, R.; Siu, T.; Badescu, A.
2008	Discrete-time expectation maximization algorithms for Markov-modulated poisson processes	Elliott, R.; Malcolm, W.
2010	A general theory of finite state Backward Stochastic Difference Equations	Cohen, S.; Elliott, R.
2009	Insurance claims modulated by a hidden Brownian marked point process	Elliott, R.; Chen, Z.; Duan, Q.
2010	On mean-variance portfolio selection under a hidden Markovian regime-switching model	Elliott, R.; Siu, T.; Badescu, A.
2011	Ruin theory in a hidden Markov-modulated risk model	Elliott, R.; Siu, T.; Yang, H.
2004	Conditional moment generating functions for integrals and stochastic integrals	Charalambous, C.; Elliott, R.; Krishnamurthy, V.