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 2 2 3 252
Branching random motions, nonlinear hyperbolic systems and traveling waves 0 0 0 50 1 2 5 179
Jump Telegraph-Diffusion Option Pricing 0 0 2 19 2 5 13 56
On Financial Markets Based on Telegraph Processes 0 0 0 35 4 6 11 101
Option Pricing Model Based on Telegraph Processes with Jumps 0 0 1 44 3 5 6 155
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 0 0 0 73 2 3 10 170
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 0 0 0 49 4 5 8 214
Total Working Papers 0 0 3 340 18 28 56 1,127

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 1 2 71 2 5 6 211
First Crossing Times of Telegraph Processes with Jumps 0 0 0 1 2 4 5 7
Hypo-exponential distributions and compound Poisson processes with alternating parameters 0 0 0 2 4 5 5 24
Jump Telegraph Processes and Financial Markets with Memory 0 0 0 0 3 4 4 6
Kac’s rescaling for jump-telegraph processes 0 0 0 16 0 2 2 56
Occupation time distributions for the telegraph process 0 0 0 24 4 8 9 129
On piecewise linear processes 0 0 0 4 2 4 5 21
On telegraph processes, their first passage times and running extrema 0 0 0 3 2 2 2 10
Option Pricing Under Jump-Diffusion Processes with Regime Switching 0 0 0 0 2 9 12 13
Piecewise linear process with renewal starting points 0 0 0 0 3 3 4 16
Planar random motions with drift 0 0 0 0 5 6 7 10
Pricing Options under Telegraph Processes 0 0 1 26 1 2 3 108
Telegraph Processes with Random Jumps and Complete Market Models 0 0 0 0 3 4 5 10
Total Journal Articles 0 1 3 147 33 58 69 621

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Statistics updated 2026-02-12