| Stochastic calculus and applications SN Cohen, RJ Elliott Birkhäuser, 2015 | 1317 | 2015 |
| Springer Finance M Avellaneda, G Barone-Adesi, M Broadie, MHA Davis, E Derman, ... | 818 | 1999 |
| Discrete-time nonlinear filtering algorithms using Gauss–Hermite quadrature I Arasaratnam, S Haykin, RJ Elliott Proceedings of the IEEE 95 (5), 953-977, 2007 | 578 | 2007 |
| American options with regime switching J Buffington, RJ Elliott International Journal of Theoretical and Applied Finance 5 (05), 497-514, 2002 | 498 | 2002 |
| The existence of value in differential games RJ Elliott, NJ Kalton American Mathematical Soc., 1972 | 444* | 1972 |
| Option pricing and Esscher transform under regime switching RJ Elliott, L Chan, TK Siu Annals of Finance 1 (4), 423-432, 2005 | 430 | 2005 |
| Pairs trading RJ Elliott, J Van Der Hoek*, WP Malcolm Quantitative Finance 5 (3), 271-276, 2005 | 405 | 2005 |
| The existence of value in differential games RJ Elliott, NJ Kalton American Mathematical Soc., 1972 | 390 | 1972 |
| The existence of value in differential games RJ Elliott, NJ Kalton American Mathematical Soc., 1972 | 390 | 1972 |
| The existence of value in differential games RJ Elliott, NJ Kalton American Mathematical Soc., 1972 | 390 | 1972 |
| A general fractional white noise theory and applications to finance RJ Elliott, J Van Der Hoek Mathematical Finance 13 (2), 301-330, 2003 | 376 | 2003 |
| On models of default risk RJ Elliott, M Jeanblanc, M Yor Mathematical Finance 10 (2), 179-195, 2000 | 323 | 2000 |
| Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems MR James, JS Baras, RJ Elliott IEEE transactions on automatic control 39 (4), 780-792, 1994 | 300 | 1994 |
| Hidden Markov models in finance RS Mamon, RJ Elliott Springer, 2007 | 187 | 2007 |
| New finite-dimensional filters for parameter estimation of discrete-time linear Gaussian models RJ Elliott, V Krishnamurthy IEEE Transactions on Automatic Control 44 (5), 938-951, 1999 | 144 | 1999 |
| New finite-dimensional filters and smoothers for noisily observed Markov chains RJ Elliott IEEE Transactions on Information Theory 39 (1), 265-271, 1993 | 132 | 1993 |
| Discrete time mean-field stochastic linear-quadratic optimal control problems R Elliott, X Li, YH Ni Automatica 49 (11), 3222-3233, 2013 | 125 | 2013 |
| Pricing volatility swaps under Heston's stochastic volatility model with regime switching RJ Elliott, T Kuen Siu, L Chan Applied Mathematical Finance 14 (1), 41-62, 2007 | 121 | 2007 |
| Option pricing for pure jump processes with Markov switching compensators RJ Elliott, CJU Osakwe Finance and Stochastics 10 (2), 250-275, 2006 | 121 | 2006 |
| An application of hidden Markov models to asset allocation problems RJ Elliott, J Van der Hoek Finance and Stochastics 1 (3), 229-238, 1997 | 120 | 1997 |
