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PreviewIssue DateTitleAuthor(s)
2010On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economyElliott, R.; Siu, T.
2009Portfolio risk minimization and differential gamesElliott, R.; Siu, T.
2012Filtering a nonlinear stochastic volatility modelElliott, R.; Siu, T.; Fung, E.
2009Robust optimal portfolio choice under Markovian regime-switching modelElliott, R.; Siu, T.
2011On filtering and estimation of a threshold stochastic volatility modelElliott, R.; Liew, C.; Siu, T.

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