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
25012008
Stochastic calculus and applications
RJ Elliott
(No Title), 1982
12551982
Mathematics of financial markets
RJ Elliott, PE Kopp
Springer Science & Business Media, 2005
9042005
Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadrature
I Arasaratnam, S Haykin, RJ Elliott
Proceedings of the IEEE 95 (5), 953-977, 2007
8022007
American options with regime switching
J Buffington, RJ Elliott
International Journal of Theoretical and Applied Finance 5 (05), 497-514, 2002
6052002
Pairs trading
RJ Elliott, J Van Der Hoek*, WP Malcolm
Quantitative Finance 5 (3), 271-276, 2005
5722005
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
545*1972
Option pricing and Esscher transform under regime switching
RJ Elliott, L Chan, TK Siu
Annals of Finance 1, 423-432, 2005
5332005
Magnetic properties of rare earth metals
R Elliott
Springer Science & Business Media, 2013
4582013
A general fractional white noise theory and applications to finance
RJ Elliott, J Van Der Hoek
Mathematical Finance 13 (2), 301-330, 2003
4392003
Stochastic calculus and applications
SN Cohen, RJ Elliott
Birkhäuser, 2015
4192015
On models of default risk
RJ Elliott, M Jeanblanc, M Yor
Mathematical Finance 10 (2), 179-195, 2000
3582000
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
3541994
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
3162021
Hidden Markov models in finance
RS Mamon, RJ Elliott
Springer, 2007
2562007
The EV revolution: The road ahead for critical raw materials demand
B Jones, RJR Elliott, V Nguyen-Tien
Applied Energy 280, 115072, 2020
2152020
Discrete time mean-field stochastic linear-quadratic optimal control problems
R Elliott, X Li, YH Ni
Automatica 49 (11), 3222-3233, 2013
2142013
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
1912020
Financial viability of electric vehicle lithium-ion battery recycling
L Lander, T Cleaver, MA Rajaeifar, V Nguyen-Tien, RJR Elliott, O Heidrich, ...
Iscience 24 (7), 2021
1812021
Why the grass is not always greener: the competing effects of environmental regulations and factor intensities on US specialization
MA Cole, RJR Elliott, K Shimamoto
Ecological Economics 54 (1), 95-109, 2005
1552005
The system can't perform the operation now. Try again later.
Articles 1–20