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Nikita Ratanov
Nikita Ratanov
Chelyabinsk State University
Verified email at csu.ru
Title
Cited by
Cited by
Year
Telegraph processes and option pricing
AD Kolesnik, N Ratanov
Springer; the second edition (expanded) was published in 2022, 2013
125*2013
A jump telegraph model for option pricing
N Ratanov
Quantitative Finance 7 (5), 575-583, 2007
802007
On the asymmetric telegraph processes
O López, N Ratanov
Journal of Applied Probability 51 (2), 569-589, 2014
542014
Option pricing model based on a Markov-modulated diffusion with jumps
N Ratanov
372010
Option pricing driven by a telegraph process with random jumps
O López, N Ratanov
Journal of Applied Probability 49 (3), 838-849, 2012
35*2012
On convergence to equilibrium distribution, II. The wave equation in odd dimensions, with mixing
TV Dudnikova, AI Komech, NE Ratanov, YM Suhov
Journal of statistical physics 108, 1219-1253, 2002
31*2002
Telegraph evolutions in inhomogeneous media
N Ratanov
Markov Process. Relat. Fields 5 (1), 53-68, 1999
311999
Occupation time distributions for the telegraph process
L Bogachev, N Ratanov
Stochastic processes and their applications 121 (8), 1816-1844, 2011
282011
On financial markets based on telegraph processes
N Ratanov, A Melnikov
Stochastics: An International Journal of Probability and Stochastics …, 2008
272008
Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers
NE Ratanov
Theoretical and Mathematical Physics 112 (1), 857-865, 1997
27*1997
Стабилизация статистических решений гиперболических уравнений второго порядка
НЕ Ратанов
Успехи Математуческих наук 39 (1(235)), 151-152, 1984
25*1984
Telegraph processes with random jumps and complete market models
N Ratanov
Methodology and Computing in Applied Probability, 2013, 2013
232013
Kac’s rescaling for jump-telegraph processes
O López, N Ratanov
Statistics & Probability Letters 82 (10), 1768-1776, 2012
222012
Jump telegraph processes and financial markets with memory
N Ratanov
Journal of Applied Mathematics and Stochastic Analysis 2007, 2007
172007
Damped jump-telegraph processes
N Ratanov
Statistics & Probability Letters 83 (10), 2282-2290, 2013
162013
Planar random motions with drift
E Orsingher, N Ratanov
International Journal of Stochastic Analysis 15, 189-205, 2002
162002
Stabilization of the statistical solution of the parabolic equation
NE Ratanov, AG Shuhov, YM Suhov
Acta Applicandae Mathematica 22, 103-115, 1991
151991
Асимптотическая нормальность статистических решений волнового уравнения
НЕ Ратанов
Вестник Московского университета. Серия 1, 73–75, 1985
15*1985
Option pricing under jump-diffusion processes with regime switching
N Ratanov
Methodology and Computing in Applied Probability 18, 829-845, 2016
132016
Kac–Lévy Processes
N Ratanov
Journal of Theoretical Probability 33 (1), 239-267, 2020
112020
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Articles 1–20