Follow
Robert Elliott
Robert Elliott
Research Professor, University of South Australia.. Faculty Professor and Emeritus Professor Calgary
Verified email at ucalgary.ca
Title
Cited by
Cited by
Year
Hidden Markov models: estimation and control
RJ Elliott, L Aggoun, JB Moore
Springer Science & Business Media, 2008
24372008
Stochastic calculus and applications
SN Cohen, RJ Elliott
Birkhäuser, 2015
15852015
Mathematics of financial markets
RJ Elliott, PE Kopp
Springer Science & Business Media, 2005
8872005
Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadrature
I Arasaratnam, S Haykin, RJ Elliott
Proceedings of the IEEE 95 (5), 953-977, 2007
7482007
American options with regime switching
J Buffington, RJ Elliott
International Journal of Theoretical and Applied Finance 5 (05), 497-514, 2002
5902002
Pairs trading
RJ Elliott, J Van Der Hoek*, WP Malcolm
Quantitative Finance 5 (3), 271-276, 2005
5422005
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
536*1972
Option pricing and Esscher transform under regime switching
RJ Elliott, L Chan, TK Siu
Annals of Finance 1, 423-432, 2005
5092005
Magnetic properties of rare earth metals
R Elliott
Springer Science & Business Media, 2013
4342013
A general fractional white noise theory and applications to finance
RJ Elliott, J Van Der Hoek
Mathematical Finance 13 (2), 301-330, 2003
4282003
On models of default risk
RJ Elliott, M Jeanblanc, M Yor
Mathematical Finance 10 (2), 179-195, 2000
3512000
Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
MR James, JS Baras, RJ Elliott
IEEE transactions on automatic control 39 (4), 780-792, 1994
3411994
Abrupt but smaller than expected changes in surface air quality attributable to COVID-19 lockdowns
Z Shi, C Song, B Liu, G Lu, J Xu, T Van Vu, RJR Elliott, W Li, WJ Bloss, ...
Science advances 7 (3), eabd6696, 2021
2672021
Hidden Markov models in finance
RS Mamon, RJ Elliott
Springer, 2007
2372007
Discrete time mean-field stochastic linear-quadratic optimal control problems
R Elliott, X Li, YH Ni
Automatica 49 (11), 3222-3233, 2013
2012013
Defining misinformation, disinformation and malinformation: An urgent need for clarity during the COVID-19 infodemic
D Baines, RJR Elliott
Discussion papers 20 (06), 20-06, 2020
1532020
New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models
RJ Elliott, V Krishnamurthy
IEEE Transactions on Automatic Control 44 (5), 938-951, 1999
1501999
The EV revolution: The road ahead for critical raw materials demand
B Jones, RJR Elliott, V Nguyen-Tien
Applied Energy 280, 115072, 2020
1492020
Pricing options under a generalized Markov-modulated jump-diffusion model
RJ Elliott, TK Siu, L Chan, JW Lau
Stochastic Analysis and Applications 25 (4), 821-843, 2007
1472007
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
RJ Elliott, T Kuen Siu, L Chan
Applied Mathematical Finance 14 (1), 41-62, 2007
1462007
The system can't perform the operation now. Try again later.
Articles 1–20