Nikita Ratanov
Nikita Ratanov
Dirección de correo verificada de urosario.edu.co
TítuloCitado porAño
A jump telegraph model for option pricing
N Ratanov
Quantitative Finance 7 (5), 575-583, 2007
532007
Telegraph processes and option pricing
AD Kolesnik, N Ratanov
Springer, 2013
502013
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 (5-6), 1219-1253, 2002
29*2002
Telegraph evolutions in inhomogeneous media
N Ratanov
Markov Processes and Related Fields 5 (1), 53-68, 1999
221999
Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers
NE Ratanov
Theoretical and Mathematical Physics 112 (1), 857, 1997
22*1997
Option pricing model based on a Markov-modulated diffusion with jumps
N Ratanov
Brazilian Journal of Probability and Statistics 24 (2), 413-431, 2010
212010
On the asymmetric telegraph processes
O López, N Ratanov
Journal of Applied Probability 51 (2), 569-589, 2014
202014
On financial markets based on telegraph processes
N Ratanov, A Melnikov
Stochastics: An International Journal of Probability and Stochastics …, 2008
182008
Option pricing driven by a telegraph process with random jumps
O López, N Ratanov
Journal of Applied Probability 49 (3), 838-849, 2012
16*2012
Occupation time distributions for the telegraph process
L Bogachev, N Ratanov
Stochastic Processes and their Applications 121 (8), 1816-1844, 2011
152011
Stabilization of statistical solutions of second-order hyperbolic equations
NE Ratanov
Uspekhi Mat. Nauk 39 (4), 112, 1984
15*1984
Telegraph processes with random jumps and complete market models
N Ratanov
Methodology and Computing in Applied Probability, 2013, 2013
122013
Jump telegraph processes and financial markets with memory
N Ratanov
International Journal of Stochastic Analysis 2007, 2007
122007
Stabilization of the statistical solution of the parabolic equation
NE Ratanov, AG Shuhov, YM Suhov
Acta Applicandae Mathematica 22 (1), 103-115, 1991
111991
Damped jump-telegraph processes
N Ratanov
Statistics & Probability Letters 83 (10), 2282-2290, 2013
102013
Kac’s rescaling for jump-telegraph processes
O López, N Ratanov
Statistics & Probability Letters 82 (10), 1768-1776, 2012
102012
THE ASYMPTOTIC NORMALITY OF STATISTICAL SOLUTIONS OF WAVE-EQUATION
NY RATANOV
VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA, 73-75, 1985
101985
Jump telegraph processes and a volatility smile
N Ratanov
Math. Meth. Econ. Fin 3, 93-112, 2008
72008
Planar random motions with drift
E Orsingher, N Ratanov
International Journal of Stochastic Analysis 15 (3), 189-205, 2002
72002
Telegraph processes and option pricing. 2nd Nordic-Russian Symposium on Stochastic Analysis
N Ratanov
Beitostolen, Norway, 1999
71999
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Artículos 1–20