New finite-dimensional filters and smoothers for noisily observed Markov chains

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Optimal consumption and investment under partial information
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How to count and guess well: Discrete adaptive filters
scientific article; zbMATH DE number 440538 (Why is no real title available?)
DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS
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Some applications of \(M\)-ary detection in quantitative finance
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The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model
INVESTMENT TIMING UNDER REGIME SWITCHING
Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
Bilateral counterparty risk valuation on a CDS with a common shock model
Estimating the implicit interest rate of a risky asset
Long-term strategic asset allocation with inflation risk and regime switching
Empirical study on option pricing under Markov regime switching economics

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