Concepedia

Robert J. Elliott

RJ

Statistics

Publications

185

Citations

12K

H-Index

49

Active since

1954

Affiliations

University of Calgary(Current)

The University of Adelaide

University of Alberta

Macquarie University

University of South Australia

Robert J. Elliott is an author at University of Calgary specializing in stochastic processes, mathematics, and financial economics.

Publications per year

1954–2022

185

Publications

185

Theory of the Effect of Spin-Orbit Coupling on Magnetic Resonance in Some Semiconductors

Robert J. Elliott · Physical Review · 1954 · 2K citations

Natural Sciences, Physics, Condensed Matter Physics +16

Stochastic Calculus and Applications.

Saul Jacka, Robert J. Elliott · Journal of the Royal Statistical Society Series D (The Statistician) · 1986 · 697 citations

Engineering, Mathematics, Probability Theory +11

Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature

Ienkaran Arasaratnam, S. Haykin, Robert J. Elliott · Proceedings of the IEEE · 2007 · 618 citations

Computing, Computational Engineering, Bayesian Data Analysis +16

AMERICAN OPTIONS WITH REGIME SWITCHING

John Buffington, Robert J. Elliott · International Journal of Theoretical and Applied Finance · 2002 · 521 citations

Business, Finance, Mathematics +17

Option pricing and Esscher transform under regime switching

Robert J. Elliott, Leunglung Chan, Tak Kuen Siu · Annals of Finance · 2005 · 428 citations

Business, Decision Sciences, Stochastic Processes +8

1–5 of 185