Robert J. Elliott - Concepedia

Author

Robert J. Elliott

Also Known As

Darryl Aloes, Davis, T., Dufour, François, Elliott, R., Elliott, Robert, Elliott, Robert J, Elliott, Robert J., Elliott, Robert J. 1940-, Elliott, Robert. J, R Elliott

729

Publications

16K

Citations

H-Index

196

Concepts

All Affiliations

University of Calgary The University of Adelaide University of Alberta Macquarie University University of South Australia

About

Robert J. Elliott is an author at University of Calgary specializing in engineering, business, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	37	84	7.1K
2	Business	34	74	3.7K
3	Management	9	9	350
4	Education	3	3	45
5	Health Sciences	1	1	24

Robert J. Elliott

183

Publications

11.9K

Citations

H-Index

Page 1

	Year	Citations
Theory of the Effect of Spin-Orbit Coupling on Magnetic Resonance in Some Semiconductors Robert J. Elliott Physical Review EngineeringBand DegeneracyMagnetic ResonanceSpin DynamicSpin Phenomenon	1954	1.9K
Stochastic Calculus and Applications. Saul Jacka, Robert J. Elliott Journal of the Royal Statistical Society Series D (The Statistician) Stochastic SimulationEngineeringStochastic ProcessesStochastic SystemStochastic Calculus	1986	697
Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature Ienkaran Arasaratnam, S. Haykin, Robert J. Elliott Proceedings of the IEEE Numerical AnalysisState EstimationPosterior DensitiesNonlinear FilteringEngineering	2007	609
AMERICAN OPTIONS WITH REGIME SWITCHING John Buffington, Robert J. Elliott International Journal of Theoretical and Applied Finance Regime AnalysisPublic PolicyOption PricingBlack-scholes ModelAsset Pricing	2002	515
Option pricing and Esscher transform under regime switching Robert J. Elliott, Leunglung Chan, Tak Kuen Siu Annals of Finance Foreign Exchange OptionOption PricingDerivative Pricing	2005	424
A General Fractional White Noise Theory And Applications To Finance Robert J. Elliott, John van der Hoek Mathematical Finance EngineeringFinancial MathematicsNoise ProcessAsset PricingStochastic Processes	2003	307
The existence of value in differential games Robert J. Elliott, N. J. Kalton Memoirs of the American Mathematical Society	1972	295
Pairs trading Robert J. Elliott, John van der Hoek, W.P. Malcolm Quantitative Finance	2005	295
Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems M. R. James, John S. Baras, Robert J. Elliott IEEE Transactions on Automatic Control Differential GameSmall Noise LimitEngineeringStochastic GameGame Theory	1994	286
On Models of Default Risk Robert J. Elliott, Monique Jeanblanc, Marc Yor Mathematical Finance Default TimeEconomicsSingle Jump ProcessEngineeringPhysics	2000	241

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