Robert Elliott

Robert Elliott

University of Calgary - Calgary / Canada
Engineering & Technology / Industrial & Manufacturing Engineering
AD Scientific Index ID: 643109
person_outline Robert Elliott's MOST POPULAR ARTICLES
1-) Hidden Markov models: estimation and controlRJ Elliott, L Aggoun, JB MooreSpringer Science & Business Media, 200822772008
2-) Stochastic calculus and applicationsSN Cohen, RJ ElliottBirkhäuser, 201514392015
3-) Mathematics of Financial MarketsRJ ElliottSpringer Finance, Springer-Verlag, 20058972005
4-) Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadratureI Arasaratnam, S Haykin, RJ ElliottProceedings of the IEEE 95 (5), 953-977, 20077712007
5-) American options with regime switchingJ Buffington, RJ ElliottInternational Journal of Theoretical and Applied Finance 5 (05), 497-514, 20025972002