9 citations to 10.1155/2007/72326 (Crossref Cited-By Service)

1. J. Janela, J. Guerra, G. Silva, “Option pricing under a jump-telegraph diffusion model with jumps of random size”, International Journal of Computer Mathematics, 96, no. 11, 2019, 2229  
2. Alessandro De Gregorio, “Stochastic velocity motions and processes with random time”, Advances in Applied Probability, 42, no. 4, 2010, 1028  
3. Oscar López, Nikita Ratanov, “Kac’s rescaling for jump-telegraph processes”, Statistics & Probability Letters, 82, no. 10, 2012, 1768  
4. A. D. Wissner-Gross, C. E. Freer, “Relativistic statistical arbitrage”, Phys. Rev. E, 82, no. 5, 2010, 056104  
5. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 341  
6. Alessandro De Gregorio, Stefano M. Iacus, “Least-squares change-point estimation for the telegraph process observed at discrete times”, Statistics, 45, no. 4, 2011, 349  
7. Nikita Ratanov, Antonio Di Crescenzo, Barbara Martinucci, “Piecewise deterministic processes following two alternating patterns”, J. Appl. Probab., 56, no. 4, 2019, 1006  
8. Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, no. 3, 2015, 677  
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