A* R. J. Elliott, T.K. Siu and H. Yang Filtering a Markov-Modulated Random Measure'. IEEE Transactions on Automatic Control 55 (2010) 74-88
A* S. N. Cohen and R.J. Elliott, Comparisons for Backward Stochastic Differential Equations on Markov Chains and Related No-arbitrage Conditions. Annals of Applied Probability, 2010 (1), 267-311.
A* R. J. Elliott and J Deng, A filter for a state space model with fractional Gaussian noise Automatica, Volume 46, Issue 10, October 2010, Pages 1689-1695
A* R. J. Elliott and S Haykin, A Zakai equation derivation of the extended Kalman filter. Automatica, Volume 46, Issue 3, March 2010, Pages 620-624
A* S. N. Cohen and R.J. Elliott, Backward Stochastic Difference Equations and Nearly Time Consistent Nonlinear Expectations. SIAM Journal on Control and Optimization.
Vol. 49, (1), 2011 125-139
A* S. N. Cohen and R.J. Elliott, Existence and Comparisons for BSDEs in general spaces,
Annals of Probability. Accepted
A* R. J. Elliott, T.K. Siu and A. Badescu, 'On Pricing and Hedging Options in Regime-Switching Models with Feedback Effect', Journal of Economic Dynamics and Control.
A S. N. Cohen and R.J. Elliott. A General Theory of Finite State Backward Stochastic Difference Equations, Stochastic Processes and their Applications, 120, (2010), 442-466.
B R. J. Elliott and T.K. Siu Risk Minimizing Portfolios Under a Markovian Regime-Switching' Annals of Operations Research (2010) 176 271-291
B W. P. Malcolm and R.J. Elliott, Some applications of M-ary detection in quantitative finance. Quantitative Finance 10, (2010) 13-20
R. J. Elliott and T.K. Siu, Risk-based Indifference Pricing Under a Stochastic Volatility Model. Communications on Stochastic Analysis, 4 (2010), 51-73
A R. J. Elliott, M. R. Lyle and H. Miao. 'A model for energy pricing with stochastic emission costs' Energy Economics. 32 (2010), 838 - 847
B R. J. Elliott, J. van der Hoek and J. Valencia, Nonlinear filter estimation of volatility'. Stochastic Analysis and Applications 28 (2010), 696-710
Also an edition of our book "Mathematics of Financial Markets", written with P E Kopp, was published in Beijing China in September 2010 by the World Publishing Corporation, Beijing.