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Issue Date	Title	Author(s)
2016	Pricing options in a Markov regime switching model with a random acceleration for the volatility	Elliott, R.; Chan, L.; Siu, T.
2015	A note on differentiability in a Markov chain market using stochastic flows	Elliott, R.; Siu, T.
2011	Pricing and hedging contingent claims with regime switching risk	Elliott, R.; Siu, T.
2012	A BSDE approach to convex risk measures for derivative securities	Elliott, R.; Siu, T.
2011	Default times in a continuous-time Markovian regime switching model	Elliott, R.; Siu, T.
2010	On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy	Elliott, R.; Siu, T.
2015	A Dupire equation for a regime-switching model	Elliott, R.; Chan, L.; Siu, T.
2011	On pricing and hedging options in regime-switching models with feedback effect	Elliott, R.; Siu, T.; Badescu, A.
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.