Nikita Ratanov

Nikita Ratanov

Chelyabinsk State University - Chelyabinsk / Russia
Others
AD Scientific Index ID: 4349686
Челибинск Государственный университет
person_outline Nikita Ratanov's MOST POPULAR ARTICLES
1-) Telegraph processes and option pricingAD Kolesnik, N RatanovSpringer, 20131022013
2-) A jump telegraph model for option pricingN RatanovQuantitative Finance 7 (5), 575-583, 2007732007
3-) On the asymmetric telegraph processesO López, N RatanovJournal of Applied Probability 51 (2), 569-589, 2014402014
4-) Option pricing model based on a Markov-modulated diffusion with jumpsN Ratanov362010
5-) Option pricing driven by a telegraph process with random jumpsO López, N RatanovJournal of Applied Probability 49 (3), 838-849, 201234*2012