- Nikita Ratanov, “An option pricing model based on jump telegraph processes”, Proc Appl Math and Mech, 7, № 1, 2007, 2080009
![https://doi.org/10.1002/pamm.200700351 crossref](/refsvg/svg/crossref.svg)
- I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math Notes, 109, № 1-2, 2021, 125
![https://doi.org/10.1134/S0001434621010156 crossref](/refsvg/svg/crossref.svg)
- Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205
![https://doi.org/10.1002/9781119808213.refs crossref](/refsvg/svg/crossref.svg)
- Nikita Ratanov, “First Crossing Times of Telegraph Processes with Jumps”, Methodol Comput Appl Probab, 22, № 1, 2020, 349
![https://doi.org/10.1007/s11009-019-09709-5 crossref](/refsvg/svg/crossref.svg)
- Oscar López, Nikita Ratanov, “On the Asymmetric Telegraph Processes”, Journal of Applied Probability, 51, № 2, 2014, 569
![https://doi.org/10.1239/jap/1402578644 crossref](/refsvg/svg/crossref.svg)
- Nikita Ratanov, “Hypo-exponential distributions and compound Poisson processes with alternating parameters”, Statistics & Probability Letters, 107, 2015, 71
![https://doi.org/10.1016/j.spl.2015.08.006 crossref](/refsvg/svg/crossref.svg)
- Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 223
![https://doi.org/10.1007/978-3-662-65827-7_5 crossref](/refsvg/svg/crossref.svg)
- Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015
![https://doi.org/10.2139/ssrn.2661964 crossref](/refsvg/svg/crossref.svg)
- Antonio Di Crescenzo, Barbara Martinucci, Paola Paraggio, Shelemyahu Zacks, “Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries”, Methodol Comput Appl Probab, 23, № 3, 2021, 837
![https://doi.org/10.1007/s11009-020-09782-1 crossref](/refsvg/svg/crossref.svg)
- Nikita Ratanov, “On Barrier Binary Options in the Telegraph-like Financial Market Model”, Computation, 10, № 9, 2022, 163
![https://doi.org/10.3390/computation10090163 crossref](/refsvg/svg/crossref.svg)