I too have completed every quest he asked for, yet when I talk to him he says he hasn't got anything for me.
Now throughout doing this, he did seem to accept some of the quests I had done, but not all of them...
My suspicion is that if you complete more than one quest at once, he's bugged and only accepts one of the bunch. The others sit in your list even though they were COMPLETE. If I get a chance tonight I'm going to drop/redo some and see.