Robert Elliott
Robert Elliott
Australian Professorial Fellow, University of Adelaide
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
19922008
Stochastic calculus and applications
SN Cohen, RJ Elliott
Birkhäuser, 2015
12432015
Springer Finance
M Avellaneda, G Barone-Adesi, M Broadie, MHA Davis, E Derman, ...
7682005
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
6632003
Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadrature
I Arasaratnam, S Haykin, RJ Elliott
Proceedings of the IEEE 95 (5), 953-977, 2007
5202007
American options with regime switching
J Buffington, RJ Elliott
International Journal of Theoretical and Applied Finance 5 (05), 497-514, 2002
4682002
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
429*1972
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
4012005
Option pricing and Esscher transform under regime switching
RJ Elliott, L Chan, TK Siu
Annals of Finance 1 (4), 423-432, 2005
3992005
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
3811972
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
3811972
The existence of value in differential games
RJ Elliott, NJ Kalton
American Mathematical Soc., 1972
3811972
A general fractional white noise theory and applications to finance
RJ Elliott, J Van Der Hoek
Mathematical Finance 13 (2), 301-330, 2003
3632003
Pairs trading
RJ Elliott, J Van Der Hoek*, WP Malcolm
Quantitative Finance 5 (3), 271-276, 2005
3612005
Endogenous pollution havens: Does FDI influence environmental regulations?
MA Cole, RJR Elliott, PG Fredriksson
Scandinavian Journal of Economics 108 (1), 157-178, 2006
3592006
On models of default risk
RJ Elliott, M Jeanblanc, M Yor
Mathematical Finance 10 (2), 179-195, 2000
3112000
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
3092005
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
2871994
Do environmental regulations influence trade patterns? Testing old and new trade theories
MA Cole, RJR Elliott
World Economy 26 (8), 1163-1186, 2003
1892003
Adjustment and the measurement of marginal intra-industry trade
D Greenaway, RC Hine, C Milner, R Elliott
Review of World Economics 130 (2), 418-427, 1994
1841994
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Articles 1–20