27 citations to 10.1214/09-BJPS037 (Crossref Cited-By Service)
  1. Nikita Ratanov, “Double Telegraph Processes and Complete Market Models”, Stochastic Analysis and Applications, 32, no. 4, 2014, 555  crossref
  2. Oscar López, Nikita Ratanov, “Option Pricing Driven by a Telegraph Process with Random Jumps”, Journal of Applied Probability, 49, no. 3, 2012, 838  crossref
  3. Anatoliy A. Pogorui, Anatoliy Swishchuk, Ramón M. Rodríguez-Dagnino, “Transformations of Telegraph Processes and Their Financial Applications”, Risks, 9, no. 8, 2021, 147  crossref
  4. Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2014, 81  crossref
  5. Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, no. 3, 2015, 677  crossref
  6. Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, J. Appl. Probab., 50, no. 02, 2013, 450  crossref
  7. Igor Germogenovich Pospelov, Stanislav Andreevich Radionov, “Решение задачи оптимизации выплаты дивидендов фирмой, прибыль которой определяется телеграфным процессом”, Математические заметки, 109, no. 1, 2021, 135  crossref
  8. Antonio Di Crescenzo, Shelemyahu Zacks, “Probability Law and Flow Function of Brownian Motion Driven by a Generalized Telegraph Process”, Methodol Comput Appl Probab, 17, no. 3, 2015, 761  crossref
  9. Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, Journal of Applied Probability, 50, no. 2, 2013, 450  crossref
  10. Shih-Kuei Lin, Shin-Yun Wang, Carl R. Chen, Lian-Wen Xu, “Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks”, The North American Journal of Economics and Finance, 42, 2017, 359  crossref
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