1. Identification of speculative bubbles using state-space models with Markov-switching;Al-Anaswah;Journal of Banking & Finance,2011
2. Boulier, J. F., Trussant, E., & Florens, D. (1995). A dynamic model for pension fund management. In Proceedings of the 5th AFIR international colloquium (Vol. 1, pp. 361–384).
3. Interest rate models-theory and practice: With smile, inflation and credit;Brigo,2006
4. American options with regime switching;Buffington;International Journal of Theoretical and Applied Finance,2002
5. Cairns, A. J. G. (1995). Pension funding in a stochastic environement: the role of objectives in selecting an asset allocation strategy. In Proceedings of the 5th AFIR international symposium (pp. 429–453). Brussels.