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van der Hoek, John; Elliott, Robert J. Introduction to hidden semi-Markov models. (English) Zbl 1465.60003 London Mathematical Society Lecture Note Series 445. Cambridge: Cambridge University Press (ISBN 978-1-108-44198-8/pbk; 978-1-108-37742-3/ebook). x, 174 p. (2018). Reviewer: Jerzy Ombach (Kraków) MSC: 60-02 60J22 60J10 60J20 60K15 PDF BibTeX XML Cite \textit{J. van der Hoek} and \textit{R. J. Elliott}, Introduction to hidden semi-Markov models. Cambridge: Cambridge University Press (2018; Zbl 1465.60003) Full Text: DOI Link OpenURL
Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya On mean-variance hedging under partial observations and terminal wealth constraints. (English) Zbl 1396.91695 Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750031, 21 p. (2017). MSC: 91G10 60G48 60G35 60J65 PDF BibTeX XML Cite \textit{V. Makogin} et al., Int. J. Theor. Appl. Finance 20, No. 5, Article ID 1750031, 21 p. (2017; Zbl 1396.91695) Full Text: DOI arXiv OpenURL
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