- Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 189
- Alessandro De Gregorio, Claudio Macci, “Large deviation principles for telegraph processes”, Statistics & Probability Letters, 82, no. 11, 2012, 1874
- Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 89
- Igor Germogenovich Pospelov, Stanislav Andreevich Radionov, “Решение задачи оптимизации выплаты дивидендов фирмой,
прибыль которой определяется телеграфным процессом”, Математические заметки, 109, no. 1, 2021, 135
- 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
- Alessandro De Gregorio, “Stochastic velocity motions and processes with random time”, Advances in Applied Probability, 42, no. 4, 2010, 1028
- Nikita Ratanov, “Option Pricing Under Jump-Diffusion Processes with Regime Switching”, Methodol Comput Appl Probab, 18, no. 3, 2016, 829
- Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, Journal of Applied Probability, 50, no. 2, 2013, 450
- Antonio Di Crescenzo, Barbara Martinucci, “On the Generalized Telegraph Process with Deterministic Jumps”, Methodol Comput Appl Probab, 15, no. 1, 2013, 215
- M. Montero, “Renewal equations for option pricing”, Eur. Phys. J. B, 65, no. 2, 2008, 295