- Option Pricing and Estimation of Financial Models with R, 2011, 313

- Claudio Macci, 456, Soft Methods for Data Science, 2017, 339

- Oscar López, Nikita Ratanov, “On the Asymmetric Telegraph Processes”, J. Appl. Probab., 51, no. 02, 2014, 569

- Nikita Ratanov, “On piecewise linear processes”, Statistics & Probability Letters, 90, 2014, 60

- Nikita Ratanov, “Ornstein-Uhlenbeck Processes of Bounded Variation”, Methodol Comput Appl Probab, 23, no. 3, 2021, 925

- Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2014, 81

- Roberto Garra, Enzo Orsingher, Nikita Ratanov, “Planar piecewise linear random motions with jumps”, Math Methods in App Sciences, 40, no. 18, 2017, 7673

- Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2012, 175

- Oscar López, Nikita Ratanov, “Option Pricing Driven by a Telegraph Process with Random Jumps”, J. Appl. Probab., 49, no. 03, 2012, 838

- Nikita Ratanov, Mikhail Turov, “On Local Time for Telegraph Processes”, Mathematics, 11, no. 4, 2023, 934
