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PreviewIssue DateTitleAuthor(s)
2008A non-linear filterElliott, R.; Leung, H.; Deng, J.
2009Insurance claims modulated by a hidden Brownian marked point processElliott, R.; Chen, Z.; Duan, Q.
2010On mean-variance portfolio selection under a hidden Markovian regime-switching modelElliott, R.; Siu, T.; Badescu, A.
2012Filtering a nonlinear stochastic volatility modelElliott, R.; Siu, T.; Fung, E.
2011On filtering and estimation of a threshold stochastic volatility modelElliott, R.; Liew, C.; Siu, T.

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