15 citations to 10.1016/j.spl.2012.05.024 (Crossref Cited-By Service)
  1. Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015  crossref
  2. Oscar López, Gerardo Oleaga, Alejandra Sánchez, “Markov-modulated jump-diffusion models for the short rate: Pricing of zero coupon bonds and convexity adjustment”, Applied Mathematics and Computation, 395, 2021, 125854  crossref
  3. Youngmin Park, Prashant Singh, Thomas G. Fai, “Coarse-Grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines”, SIAM J. Appl. Math., 82, no. 3, 2022, 793  crossref
  4. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 31  crossref
  5. Oscar López, Nikita Ratanov, “On the Asymmetric Telegraph Processes”, J. Appl. Probab., 51, no. 02, 2014, 569  crossref
  6. Nikita Ratanov, “First Crossing Times of Telegraph Processes with Jumps”, Methodol Comput Appl Probab, 22, no. 1, 2020, 349  crossref
  7. Nikita Ratanov, “Ornstein-Uhlenbeck Processes of Bounded Variation”, Methodol Comput Appl Probab, 23, no. 3, 2021, 925  crossref
  8. Antonio Di Crescenzo, Alessandra Meoli, “On a jump-telegraph process driven by an alternating fractional Poisson process”, J. Appl. Probab., 55, no. 1, 2018, 94  crossref
  9. Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 19  crossref
  10. Nikita Ratanov, “Kac–Lévy Processes”, J Theor Probab, 33, no. 1, 2020, 239  crossref
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