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 0 0 70 0 0 2 249
Branching random motions, nonlinear hyperbolic systems and traveling waves 0 0 1 50 0 0 1 174
Jump Telegraph-Diffusion Option Pricing 0 0 0 17 1 1 2 44
On Financial Markets Based on Telegraph Processes 0 0 0 35 1 1 1 91
Option Pricing Model Based on Telegraph Processes with Jumps 0 0 0 43 0 1 1 149
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 0 0 1 73 0 0 2 160
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 0 0 0 49 1 1 3 207
Total Working Papers 0 0 2 337 3 4 12 1,074

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 0 0 1 69 0 0 1 205
First Crossing Times of Telegraph Processes with Jumps 0 0 0 1 0 0 0 2
Hypo-exponential distributions and compound Poisson processes with alternating parameters 0 0 0 2 0 0 1 19
Jump Telegraph Processes and Financial Markets with Memory 0 0 0 0 0 0 0 2
Kac’s rescaling for jump-telegraph processes 0 0 0 16 0 0 0 54
Occupation time distributions for the telegraph process 0 0 0 24 0 1 1 120
On piecewise linear processes 0 0 0 4 0 1 1 16
On telegraph processes, their first passage times and running extrema 0 0 0 3 0 0 1 8
Option Pricing Under Jump-Diffusion Processes with Regime Switching 0 0 0 0 1 1 1 2
Piecewise linear process with renewal starting points 0 0 0 0 1 1 1 13
Planar random motions with drift 0 0 0 0 0 1 2 3
Pricing Options under Telegraph Processes 0 0 0 25 0 0 0 105
Telegraph Processes with Random Jumps and Complete Market Models 0 0 0 0 0 1 1 5
Total Journal Articles 0 0 1 144 2 6 10 554

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03