Skip navigation
Home
Browse
Communities
& Collections
Browse Items by:
Issue Date
Author
Title
Advisor
Help
Sign on to:
My DSpace
Receive email
updates
Edit Profile
Adelaide Research & Scholarship
Adelaide Research & Scholarship
Search
Search:
All collections
Schools and Disciplines
School of Mathematical Sciences
Applied Mathematics
Pure Mathematics
Statistics
Mathematical Sciences publications
for
Current filters:
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Start a new search
Add filters:
Use filters to refine the search results.
Title
Author
Subject
Date Issued
Advisor
School
Department
Organisation
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results 131-140 of 161 (Search time: 0.004 seconds).
previous
1
...
11
12
13
14
15
16
17
next
Item hits:
Preview
Issue Date
Title
Author(s)
2010
A model for energy pricing with stochastic emission costs
Elliott, R.
;
Lyle, M.
;
Miao, H.
2009
Portfolio risk minimization and differential games
Elliott, R.
;
Siu, T.
2011
A filter for a hidden Markov chain observed in fractional Gaussian noise
Elliott, R.
;
Deng, J.
2007
The solution of a free boundary problem related to environmental management systems
Elliott, R.
;
Filinkov, A.
2005
Pairs trading
Elliott, R.
;
Van Der Hoek, J.
;
Malcolm, W.
2012
Existence, uniqueness and comparisons for BSDEs in general spaces
Cohen, S.
;
Elliott, R.
2012
Attainable contingent claims in a Markovian regime-switching market
Elliott, R.
;
Siu, T.
2014
Option pricing using a regime switching stochastic discount factor
Elliott, R.
;
Hamada, A.
2010
Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions
Cohen, S.
;
Elliott, R.
2010
A general comparison theorem for backward stochastic differential equations
Cohen, S.
;
Elliott, R.
;
Pearce, C.
Discover
Author
47
Siu, T.
21
Malcolm, W.
17
Van Der Hoek, J.
8
Cohen, S.
7
Chan, L.
7
Miao, H.
6
Badescu, A.
6
Deng, J.
6
Sworder, D.
5
Boyd, J.
.
next >
Subject
7
Reference probability
6
BSDE
6
EM algorithm
5
Change of measures
5
comparison theorem
5
Esscher transform
5
Filtering
5
nonlinear expectation
4
Comparison theorem
4
Option pricing
.
next >
Date issued
77
2010 - 2017
81
2000 - 2009
3
1998 - 1999