First crossing times of telegraph processes with jumps

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Cites work

A jump telegraph model for option pricing
A jump-diffusion model for option pricing
Damped jump-telegraph processes
Double Telegraph Processes and Complete Market Models
First passage times of a jump diffusion process
Generalized integrated telegraph processes and the distribution of related stopping times
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scientific article; zbMATH DE number 107593 (Why is no real title available?)
Kac's rescaling for jump-telegraph processes
Kac-Lévy processes
Long time behavior of telegraph processes under convex potentials
Markov Chains
Martingale methods in problems on boundary intersections of Brownian motions
Occupation time distributions for the telegraph process
On a jump-telegraph process driven by an alternating fractional Poisson process
On first-passage times for one-dimensional jump-diffusion processes
On jump-diffusion processes with regime switching: martingale approach
On prices' evolutions based on geometric telegrapher's process
On the asymmetric telegraph processes
On the generalized telegraph process with deterministic jumps
Option pricing model based on a Markov-modulated diffusion with jumps
Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
Properties of the telegrapher's random process with or without a trap
Sample path analysis and distributions of boundary crossing times
Self-exciting piecewise linear processes
Telegraph processes and option pricing
The first passage time and estimation of the number of level-crossings for a telegraph process

Cited in

(6)

A two-state neuronal model with alternating exponential excitation
Ornstein-Uhlenbeck processes of bounded variation
Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals
Telegraph processes with random jumps and complete market models
Generalized Telegraph Process with Random Jumps
On the telegraph process driven by geometric counting process with Poisson-based resetting

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