56 citations to 10.1080/14697680600991226 (Crossref Cited-By Service)
  1. Anatoliy A. Pogorui, Anatoliy Swishchuk, Ramón M. Rodríguez-Dagnino, “Transformations of Telegraph Processes and Their Financial Applications”, Risks, 9, no. 8, 2021, 147  crossref
  2. Fabrizio Cinque, “Reflection principle for finite-velocity random motions”, J. Appl. Probab., 60, no. 2, 2023, 479  crossref
  3. Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov, “Piecewise linear processes with Poisson‐modulated exponential switching times”, Math Methods in App Sciences, 42, no. 13, 2019, 4606  crossref
  4. Nikita Ratanov, “Self-exciting piecewise linear processes”, ALEA, 14, no. 1, 2017, 445  crossref
  5. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 341  crossref
  6. Adil Yilmaz, Gazanfer Unal, “Stochastic Duffing equation in modelling of financial time series”, Int. J. Dynam. Control, 7, no. 4, 2019, 1173  crossref
  7. Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, no. 3, 2015, 677  crossref
  8. Nikita Ratanov, “Damped jump-telegraph processes”, Statistics & Probability Letters, 83, no. 10, 2013, 2282  crossref
  9. Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 69  crossref
  10. Nikita Ratanov, “Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals”, Methodol Comput Appl Probab, 24, no. 4, 2022, 2703  crossref
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