Adelaide Research & Scholarship
Browsing "Applied Mathematics publications" by Author Van Der Hoek, J.
Showing results 1 to 12 of 12
Preview | Issue Date | Title | Author(s) |
| 2004 | A deterministic discretisation-step upper bound for state estimation via Clark transformations | Malcolm, W.; Elliott, R.; Van Der Hoek, J. |
| 2003 | A general fractional white noise theory and applications to finance | Elliott, R.; Van Der Hoek, J. |
| 2006 | Binomial Models in Finance | Van Der Hoek, J.; Elliott, R. |
| 2001 | Fractional Brownian motion and financial modelling | Elliott, R.; Van Der Hoek, J.; Kohlmann, M.; Tang, S. |
| 2003 | On the numerical stability of time-discretised state estimation via Clark transformations | Malcolm, W.; Elliott, R.; Van Der Hoek, J.; IEEE Conference on Decision and Control (42nd : 2003 : Maui, Hawaii) |
| 2006 | Optimal linear estimation and data fusion | Elliott, R.; Van Der Hoek, J. |
| 2005 | Pairs trading | Elliott, R.; Van Der Hoek, J.; Malcolm, W. |
| 2004 | Pricing claims on non tradable assets | Elliott, R.; Van Der Hoek, J. |
| 2003 | Stochastic Differential Equations in Hilbert Spaces | Filinkov, A.; Maizurna, I.; Sorenson, J.; Van Der Hoek, J.; Misra, J. |
| 2001 | Stochastic flows and the forward measure | Elliott, R.; Van Der Hoek, J. |
| 2002 | Using the Hull and White two factor model in bank treasury risk management | Elliott, R.; Van Der Hoek, J.; Geman, H.; Madan, D.; Pliska, S.; Vorst, T. |
| 2001 | White noise approach to interest rate models | Filinkov, A.; Van Der Hoek, J.; Quantitative Methods in Finance Conference (2001 : Sydney, Australia) |