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 11 13 14 263
Branching random motions, nonlinear hyperbolic systems and traveling waves 0 0 0 50 3 4 8 182
Jump Telegraph-Diffusion Option Pricing 0 0 2 19 0 4 12 56
On Financial Markets Based on Telegraph Processes 0 0 0 35 0 6 10 101
Option Pricing Model Based on Telegraph Processes with Jumps 0 0 1 44 1 6 7 156
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 0 0 0 73 0 3 10 170
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 0 0 0 49 1 5 8 215
Total Working Papers 0 0 3 340 16 41 69 1,143

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 4 6 211
First Crossing Times of Telegraph Processes with Jumps 0 0 0 1 0 4 5 7
Hypo-exponential distributions and compound Poisson processes with alternating parameters 0 0 0 2 2 6 7 26
Jump Telegraph Processes and Financial Markets with Memory 0 0 0 0 1 5 5 7
Kac’s rescaling for jump-telegraph processes 0 0 0 16 0 0 2 56
Occupation time distributions for the telegraph process 0 0 0 24 0 7 9 129
On piecewise linear processes 0 0 0 4 0 3 5 21
On telegraph processes, their first passage times and running extrema 0 0 0 3 0 2 2 10
Option Pricing Under Jump-Diffusion Processes with Regime Switching 0 0 0 0 2 9 13 15
Piecewise linear process with renewal starting points 0 0 0 0 0 3 3 16
Planar random motions with drift 0 0 0 0 0 5 7 10
Pricing Options under Telegraph Processes 0 0 1 26 0 1 3 108
Telegraph Processes with Random Jumps and Complete Market Models 0 0 0 0 0 4 5 10
Total Journal Articles 0 0 3 147 5 53 72 626

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Statistics updated 2026-03-04