@article{CTT100597592,
  author = {Akihiko Inoue and Yumiharu Nakano and Vo Anh},
  title = {Binary market models with memory},
  journal = {Statistics & Probability Letters},
  year = 2007,
}

@article{CTT100597582,
  author = {Akihiko Inoue and Yumiharu Nakano and Vo Anh},
  title = {Linear filtering of systems with memory and application to finance},
  journal = {Journal of Applied Mathematics and Stochastic Analysis},
  year = 2006,
}