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Title	Author/Creator	Date	Full Text
Filtering a Markov modulated random measure	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2010
On mean-variance porfolio selection under a hidden Markovian regime-switching model	Elliott, Robert J; Siu, Tak Kuen; Badescu, Alexandru	2010	—
On risk minimizing portfolios under Markovian regime-switching Black-Scholes economy	Elliott, Robert J; Siu, Tak Kuen	2010	—
Esscher transforms and consumption-based models	Badescu, Alex; Elliott, Robert J; Siu, Tak Kuen	2009	—
On Markov-modulated exponential-affine bond price formulae	Elliott, Robert J; Siu, Tak Kuen	2009	—
Portfolio risk minimization and differential games	Elliott, Robert J; Siu, Tak Kuen	2009	—
Robust optimal portfolio choice under Markovian regimes-switching model	Elliott, Robert J; Siu, Tak Kuen	2009	—
A Markovian regime-switching stochastic differential game for portfolio risk minimization	Elliott, Robert J; Siu, Tak Kuen	2008
A PDE approach for risk measures for derivatives with regime switching	Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung	2008	—
Insurance claims modulated by a hidden marked point process	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2007
Martingale representation for contingent claims with regime switching	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2007	—
Option pricing for GARCH models with Markov switching	Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung	2006	—
On a generalized form of risk measure	Elliott, Robert J; Siu, Tak Kuen; Yang, Hailiang	2003	—