Nikita Ratanov, “An option pricing model based on jump telegraph processes”, Proc Appl Math and Mech, 7, № 1, 2007, 2080009
I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math Notes, 109, № 1-2, 2021, 125
Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205
Nikita Ratanov, “First Crossing Times of Telegraph Processes with Jumps”, Methodol Comput Appl Probab, 22, № 1, 2020, 349
Oscar López, Nikita Ratanov, “On the Asymmetric Telegraph Processes”, Journal of Applied Probability, 51, № 2, 2014, 569
Nikita Ratanov, “Hypo-exponential distributions and compound Poisson processes with alternating parameters”, Statistics & Probability Letters, 107, 2015, 71
Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 223
Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015
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
Nikita Ratanov, “On Barrier Binary Options in the Telegraph-like Financial Market Model”, Computation, 10, № 9, 2022, 163