Access Statistics for Nikita Ratanov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jump Telegraph Model for Option Pricing 0 2 12 36 0 11 47 98
Branching random motions, nonlinear hyperbolic systems and traveling waves 1 1 6 11 1 9 30 50
Jump Telegraph-Diffusion Option Pricing 0 1 14 29 1 3 23 34
On Financial Markets Based on Telegraph Processes 0 2 2 2 0 2 2 2
Option Pricing Model Based on Telegraph Processes with Jumps 0 3 10 19 1 14 38 57
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 2 6 6 6 3 9 9 9
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 1 5 12 27 2 12 37 91
Total Working Papers 4 20 62 130 8 60 186 341


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A jump telegraph model for option pricing 2 5 18 30 3 8 50 96
Pricing Options under Telegraph Processes 0 1 5 14 0 4 13 30
Total Journal Articles 2 6 23 44 3 12 63 126


Statistics updated 2009-12-07