Robert Elliott

Identifiers

• name variant Robert Elliott 0.60 · backfill

Papers (2)

1. Compound Hawkes Processes in Limit Order Books q-fin.MF · 2017 · author #3
2. Pricing Currency Derivatives with Markov-modulated Levy Dynamics q-fin.CP · 2014 · author #3

Mentions

• 1402.1953 #3 · backfill · confidence 0.70 Robert Elliott

Frequent Coauthors

• Anatoliy Swishchuk 2 shared papers
• Bruno Remillard 1 shared papers
• Jonathan Chavez-Casillas 1 shared papers
• Maksym Tertychnyi 1 shared papers