Adelaide Research & Scholarship: Search

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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	Backward Stochastic Difference Equations with Finite States	Cohen, S.; Elliott, R.; Kohatsu Higa, A.; Privault, N.; Sheu, S.; Workshop on Stochastic Analysis and Finance (29 Jun 2009 - 3 Jul 2009 : Hong Kong)
2010	A Zakai equation derivation of the extended Kalman filter	Elliott, R.; Haykin, S.
2013	Dynamic risk, accounting-based valuation and firm fundamentals	Lyle, M.; Callen, J.; Elliott, R.
2010	Comparison theorems for finite state backward stochastic differential equations	Cohen, S.; Elliott, R.; Chiarella, C.; Novikov, A.; International Conference on Quantitative Methods in Finance (2009 : Sydney, Australia)
2012	Backward stochastic difference equations for a single jump process	Shen, L.; Elliott, R.
2013	A converse comparison theorem for anticipated BSDEs and related non-linear expectations	Yang, Z.; Elliott, R.
2010	A general comparison theorem for backward stochastic differential equations	Cohen, S.; Elliott, R.; Pearce, C.
2011	Pricing and hedging contingent claims with regime switching risk	Elliott, R.; Siu, T.