On filtering and estimation of a threshold stochastic volatility model. - Robert J. Elliott; Chuin Ching Liew; Tak Kuen Siu (Appl. Math. Comput., 2011)

Characteristic functions and option valuation in a Markov chain market. - Robert J. Elliott; Chuin Ching Liew; Tak Kuen Siu (Comput. Math. Appl., 2011)