Option Pricing Driven by a Telegraph Process with Random Jumps. - Oscar López; Nikita Ratanov (J. Appl. Probab., 2012)

On the Asymmetric Telegraph Processes. - Oscar López; Nikita Ratanov (J. Appl. Probab., 2014)

Piecewise deterministic processes following two alternating patterns. - Nikita Ratanov; Antonio Di Crescenzo; Barbara Martinucci (J. Appl. Probab., 2019)

Mean-reverting neuronal model based on two alternating patterns. - Nikita Ratanov (Biosyst., 2020)

On Barrier Binary Options in the Telegraph-like Financial Market Model. - Nikita Ratanov (Comput., 2022)