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 1 2 20 270
Branching random motions, nonlinear hyperbolic systems and traveling waves 0 0 0 50 1 2 18 195
Jump Telegraph-Diffusion Option Pricing 0 0 0 19 0 0 9 59
On Financial Markets Based on Telegraph Processes 0 0 0 35 0 2 9 103
Option Pricing Model Based on Telegraph Processes with Jumps 0 0 0 44 1 2 13 163
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 0 0 0 73 0 1 8 174
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 0 0 0 49 0 1 14 221
Total Working Papers 0 0 0 340 3 10 91 1,185

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 2 71 0 0 10 215
First Crossing Times of Telegraph Processes with Jumps 0 0 0 1 1 1 6 9
Hypo-exponential distributions and compound Poisson processes with alternating parameters 0 0 0 2 0 0 10 29
Jump Telegraph Processes and Financial Markets with Memory 0 0 0 0 0 0 5 7
Kac’s rescaling for jump-telegraph processes 0 0 0 16 1 1 5 59
Occupation time distributions for the telegraph process 0 0 0 24 0 1 13 133
On piecewise linear processes 0 0 0 4 1 2 8 24
On telegraph processes, their first passage times and running extrema 0 0 0 3 0 0 3 11
Option Pricing Under Jump-Diffusion Processes with Regime Switching 0 0 0 0 1 1 19 21
Piecewise linear process with renewal starting points 0 0 0 0 0 0 6 19
Planar random motions with drift 0 0 0 0 0 0 7 10
Pricing Options under Telegraph Processes 0 0 0 26 0 1 4 110
Telegraph Processes with Random Jumps and Complete Market Models 0 0 0 0 0 1 8 14
Total Journal Articles 0 0 2 147 4 8 104 661

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Statistics updated 2026-10-11