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Issue Date	Title	Author(s)
2010	Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions	Cohen, S.; Elliott, R.
2011	An M-ary detection approach for asset allocation	Elliott, R.; Siu, T.
2015	Asset pricing using trading volumes in a hidden regime-switching environment	Elliott, R.; Siu, T.
2010	Some applications for M-ary detection in quantitative finance	Malcolm, W.; Elliott, R.
2014	Filtering and change point estimation for hidden Markov-modulated Poisson processes	Elliott, R.; Siu, T.
2014	On pricing barrier options with regime switching	Elliott, R.; Siu, T.; Chan, L.
2014	Pricing of discount bonds with a Markov switching regime	Elliott, R.; Nishide, K.
2011	A nonlinear filter with fractional gaussian noise	Elliott, R.; Deng, J.
2010	A model for energy pricing with stochastic emission costs	Elliott, R.; Lyle, M.; Miao, H.
2007	Ito formulas for franctional Brownian motion	Elliott, R.; Van Der Hoek, J.; Fu, M.; Jarrow, R.; Yen, J.; Elliott, R.