Robert Elliott
Robert Elliott
Australian Professorial Fellow, University of Adelaide
Verified email at ucalgary.ca
Title
Cited by
Cited by
Year
Stochastic calculus and applications
SN Cohen, RJ Elliott
Birkhäuser, 2015
12892015
Springer Finance
M Avellaneda, G Barone-Adesi, M Broadie, MHA Davis, E Derman, ...
8041999
Determining the trade–environment composition effect: the role of capital, labor and environmental regulations
MA Cole, RJR Elliott
Journal of environmental economics and management 46 (3), 363-383, 2003
7482003
Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadrature
I Arasaratnam, S Haykin, RJ Elliott
Proceedings of the IEEE 95 (5), 953-977, 2007
5702007
American options with regime switching
J Buffington, RJ Elliott
International Journal of Theoretical and Applied Finance 5 (05), 497-514, 2002
4922002
FDI and the capital intensity of “dirty” sectors: a missing piece of the pollution haven puzzle
MA Cole, RJR Elliott
Review of Development Economics 9 (4), 530-548, 2005
4502005
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
440*1972
Endogenous pollution havens: Does FDI influence environmental regulations?
MA Cole, RJR Elliott, PG Fredriksson
Scandinavian Journal of Economics 108 (1), 157-178, 2006
4202006
Option pricing and Esscher transform under regime switching
RJ Elliott, L Chan, TK Siu
Annals of Finance 1 (4), 423-432, 2005
4202005
Pairs trading
RJ Elliott, J Van Der Hoek*, WP Malcolm
Quantitative Finance 5 (3), 271-276, 2005
3962005
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
3861972
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
3861972
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
3861972
A general fractional white noise theory and applications to finance
RJ Elliott, J Van Der Hoek
Mathematical Finance 13 (2), 301-330, 2003
3712003
Industrial characteristics, environmental regulations and air pollution: an analysis of the UK manufacturing sector
MA Cole, RJR Elliott, K Shimamoto
Journal of environmental economics and management 50 (1), 121-143, 2005
3592005
On models of default risk
RJ Elliott, M Jeanblanc, M Yor
Mathematical Finance 10 (2), 179-195, 2000
3172000
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
2931994
Growth, foreign direct investment, and the environment: evidence from Chinese cities
MA Cole, RJR Elliott, J Zhang
Journal of Regional Science 51 (1), 121-138, 2011
2122011
Do environmental regulations influence trade patterns? Testing old and new trade theories
MA Cole, RJR Elliott
World Economy 26 (8), 1163-1186, 2003
2112003
Industrial activity and the environment in China: an industry-level analysis
RJR ELLIOTT, WU Shanshan
China economic review 19 (3), 393-408, 2008
1982008
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