Cohen, Samuel N.; Elliott, Robert J.; Siu, Tak Kuen Malliavin calculus in a binomial framework. (English) Zbl 1419.91659 Appl. Stoch. Models Bus. Ind. 34, No. 6, 774-781 (2018). MSC: 91G80 60H07 60H10 PDFBibTeX XMLCite \textit{S. N. Cohen} et al., Appl. Stoch. Models Bus. Ind. 34, No. 6, 774--781 (2018; Zbl 1419.91659) Full Text: DOI
Elliott, Robert J.; Siu, Tak Kuen; Cohen, Samuel N. Backward stochastic difference equations for dynamic convex risk measures on a binomial tree. (English) Zbl 1390.91333 J. Appl. Probab. 52, No. 3, 771-785 (2015). MSC: 91G70 39A50 60H30 PDFBibTeX XMLCite \textit{R. J. Elliott} et al., J. Appl. Probab. 52, No. 3, 771--785 (2015; Zbl 1390.91333) Full Text: DOI Euclid
Cohen, Samuel N. (ed.); Madan, Dilip (ed.); Siu, Tak Kuen (ed.); Yang, Hailiang (ed.) Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. (English) Zbl 1253.00011 Advances in Statistics, Probability and Actuarial Science 1. Hackensack, NJ: World Scientific (ISBN 978-981-4383-30-1/hbk). xv, 588 p. (2012). MSC: 00B15 00B30 60-06 91-06 93-06 60Hxx 91Axx 91Gxx 93Exx PDFBibTeX XMLCite \textit{S. N. Cohen} (ed.) et al., Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. Hackensack, NJ: World Scientific (2012; Zbl 1253.00011)