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 2 245
Branching random motions, nonlinear hyperbolic systems and traveling waves 0 0 0 49 0 1 1 169
Jump Telegraph-Diffusion Option Pricing 0 0 0 17 0 0 0 40
On Financial Markets Based on Telegraph Processes 1 2 2 35 1 2 4 89
Option Pricing Model Based on Telegraph Processes with Jumps 0 0 0 43 0 0 1 147
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 0 0 0 72 0 0 1 156
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 0 0 0 49 0 0 1 204
Total Working Papers 1 2 2 335 1 3 10 1,050


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 0 68 0 0 1 202
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 1 0 0 1 16
Jump Telegraph Processes and Financial Markets with Memory 0 0 0 0 1 1 1 2
Kac’s rescaling for jump-telegraph processes 0 0 0 16 1 1 1 53
Occupation time distributions for the telegraph process 0 0 0 24 0 0 3 119
On piecewise linear processes 0 0 0 4 0 0 0 14
On telegraph processes, their first passage times and running extrema 0 0 2 3 1 1 5 6
Option Pricing Under Jump-Diffusion Processes with Regime Switching 0 0 0 0 0 0 1 1
Piecewise linear process with renewal starting points 0 0 0 0 0 0 0 11
Planar random motions with drift 0 0 0 0 0 0 0 0
Pricing Options under Telegraph Processes 0 0 0 25 0 0 0 104
Telegraph Processes with Random Jumps and Complete Market Models 0 0 0 0 0 0 3 3
Total Journal Articles 0 0 2 142 3 3 16 533


Statistics updated 2022-11-05