20 citations to 10.1080/17442500701841156 (Crossref Cited-By Service)
  1. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 341  crossref
  2. Leonid Bogachev, Nikita Ratanov, “Occupation time distributions for the telegraph process”, Stochastic Processes and their Applications, 121, № 8, 2011, 1816  crossref
  3. Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205  crossref
  4. A. D. Wissner-Gross, C. E. Freer, “Relativistic statistical arbitrage”, Phys. Rev. E, 82, № 5, 2010, 056104  crossref
  5. Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015  crossref
  6. Oscar López, Nikita Ratanov, “Option Pricing Driven by a Telegraph Process with Random Jumps”, Journal of Applied Probability, 49, № 3, 2012, 838  crossref
  7. Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 69  crossref
  8. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 65  crossref
  9. Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 89  crossref
  10. Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, J. Appl. Probab., 50, № 02, 2013, 450  crossref
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