57 citations to 10.1080/14697680600991226 (Crossref Cited-By Service)
  1. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 65  crossref
  2. A. D. Wissner-Gross, C. E. Freer, “Relativistic statistical arbitrage”, Phys. Rev. E, 82, № 5, 2010, 056104  crossref
  3. Oscar López, Nikita Ratanov, “Kac’s rescaling for jump-telegraph processes”, Statistics & Probability Letters, 82, № 10, 2012, 1768  crossref
  4. Nikita Ratanov, Alexander Melnikov, “On financial markets based on telegraph processes”, Stochastics, 80, № 2-3, 2008, 247  crossref
  5. Thomas Lux, “Estimation of regime-switching diffusions via Fourier transforms”, Stat Comput, 34, № 2, 2024, 88  crossref
  6. Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, J. Appl. Probab., 50, № 02, 2013, 450  crossref
  7. Alessandro De Gregorio, “Stochastic velocity motions and processes with random time”, Adv. Appl. Probab., 42, № 04, 2010, 1028  crossref
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