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About the Author

Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications.

He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull. He is the author of Martingales and Stochastic Integrals, Analysis and, with Marek Capinski, of Measure, Integral and Probability. He is a member of the Editorial Board of Springer Finance.