- Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov, “Piecewise linear processes with Poisson‐modulated exponential switching times”, Math Methods in App Sciences, 42, № 13, 2019, 4606
![https://doi.org/10.1002/mma.5683 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, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022, 390
![https://doi.org/10.1007/978-3-030-99638-3_63 crossref](/refsvg/svg/crossref.svg)
- Oscar López, Rafael Serrano, “Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models”, Stochastic Models, 31, № 2, 2015, 261
![https://doi.org/10.1080/15326349.2014.999286 crossref](/refsvg/svg/crossref.svg)
- 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
![https://doi.org/10.1080/00207160.2019.1579315 crossref](/refsvg/svg/crossref.svg)
- Nikita Ratanov, “Damped jump-telegraph processes”, Statistics & Probability Letters, 83, № 10, 2013, 2282
![https://doi.org/10.1016/j.spl.2013.06.018 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)
- Nikita Ratanov, “Double Telegraph Processes and Complete Market Models”, Stochastic Analysis and Applications, 32, № 4, 2014, 555
![https://doi.org/10.1080/07362994.2014.899914 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, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, № 3, 2015, 677
![https://doi.org/10.1007/s11009-013-9388-x crossref](/refsvg/svg/crossref.svg)