15 citations to 10.1016/j.spl.2012.05.024 (Crossref Cited-By Service)
  1. Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015  crossref
  2. Oscar López, Gerardo Oleaga, Alejandra Sánchez, “Markov-modulated jump-diffusion models for the short rate: Pricing of zero coupon bonds and convexity adjustment”, Applied Mathematics and Computation, 395, 2021, 125854  crossref
  3. Youngmin Park, Prashant Singh, Thomas G. Fai, “Coarse-Grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines”, SIAM J. Appl. Math., 82, № 3, 2022, 793  crossref
  4. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 31  crossref
  5. Oscar López, Nikita Ratanov, “On the Asymmetric Telegraph Processes”, J. Appl. Probab., 51, № 02, 2014, 569  crossref
  6. Nikita Ratanov, “First Crossing Times of Telegraph Processes with Jumps”, Methodol Comput Appl Probab, 22, № 1, 2020, 349  crossref
  7. Nikita Ratanov, “Ornstein-Uhlenbeck Processes of Bounded Variation”, Methodol Comput Appl Probab, 23, № 3, 2021, 925  crossref
  8. Antonio Di Crescenzo, Alessandra Meoli, “On a jump-telegraph process driven by an alternating fractional Poisson process”, J. Appl. Probab., 55, № 1, 2018, 94  crossref
  9. Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 19  crossref
  10. Nikita Ratanov, “Kac–Lévy Processes”, J Theor Probab, 33, № 1, 2020, 239  crossref
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