Books

Hidden Markov Models in Finance Hidden Markov Models in Finance
2007
Hidden Markov Models in Finance Hidden Markov Models in Finance
2014
Mathematics of Financial Markets Mathematics of Financial Markets
2006
Introduction to Hidden Semi-Markov Models Introduction to Hidden Semi-Markov Models
2018
Stochastic Calculus and Applications Stochastic Calculus and Applications
2015
Binomial Models in Finance Binomial Models in Finance
2006