- 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
- Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205
- Nikita Ratanov, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022, 390
- Oscar López, Rafael Serrano, “Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models”, Stochastic Models, 31, no. 2, 2015, 261
- 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
- Nikita Ratanov, “Damped jump-telegraph processes”, Statistics & Probability Letters, 83, no. 10, 2013, 2282
- Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015
- Nikita Ratanov, “Double Telegraph Processes and Complete Market Models”, Stochastic Analysis and Applications, 32, no. 4, 2014, 555
- Nikita Ratanov, “Hypo-exponential distributions and compound Poisson processes with alternating parameters”, Statistics & Probability Letters, 107, 2015, 71
- Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, no. 3, 2015, 677