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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Esscher transforms and consumption-based models | Badescu, Alex; Elliott, Robert J; Siu, Tak Kuen | 2009 | — | 
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| Robust optimal portfolio choice under Markovian regimes-switching model | Elliott, Robert J; Siu, Tak Kuen | 2009 | — |
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| A Markovian regime-switching stochastic differential game for portfolio risk minimization | Elliott, Robert J; Siu, Tak Kuen | 2008 |
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| Pricing options under a generalized Markov modulated jump diffusion model | Elliott, Robert J; Siu, Tak Kuen; Chan, Leunglung; Lau, John W | 2007 | — |
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Author/Creator
- Badescu, Alex (1)
- Chan, Leunglung (1)
- Lau, John W (1)
Subject Keyword
Resource Type
- journal article (3)
- conference paper (1)
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