9 citations to 10.1155/2007/72326 (Crossref Cited-By Service)

1. 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, № 11, 2019, 2229  
2. Alessandro De Gregorio, “Stochastic velocity motions and processes with random time”, Advances in Applied Probability, 42, № 4, 2010, 1028  
3. Oscar López, Nikita Ratanov, “Kac’s rescaling for jump-telegraph processes”, Statistics & Probability Letters, 82, № 10, 2012, 1768  
4. A. D. Wissner-Gross, C. E. Freer, “Relativistic statistical arbitrage”, Phys. Rev. E, 82, № 5, 2010, 056104  
5. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 341  
6. Alessandro De Gregorio, Stefano M. Iacus, “Least-squares change-point estimation for the telegraph process observed at discrete times”, Statistics, 45, № 4, 2011, 349  
7. Nikita Ratanov, Antonio Di Crescenzo, Barbara Martinucci, “Piecewise deterministic processes following two alternating patterns”, J. Appl. Probab., 56, № 4, 2019, 1006  
8. Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, № 3, 2015, 677  
9. Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, Journal of Applied Probability, 50, № 2, 2013, 450