//-->
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert, (2017)
Particle Filters for Markov Switching Stochastic Volatility Models
Yun, Bao, (2012)
Particle filters for Markov switching stochastic volatility models
Yun, Bao, (2018)
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain
Sass, Jörn, (2004)
Optimizing the terminal wealth under partial information : the drift process as a continuous time markov chain
Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
Chiarolla, Maria B., (2005)