Access Statistics for Nikita Ratanov

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	250
Branching random motions, nonlinear hyperbolic systems and traveling waves	0	0	0	50	1	1	4	178
Jump Telegraph-Diffusion Option Pricing	0	0	2	19	1	2	9	52
On Financial Markets Based on Telegraph Processes	0	0	0	35	0	2	5	95
Option Pricing Model Based on Telegraph Processes with Jumps	0	0	1	44	0	0	2	150
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps	0	0	0	73	0	3	7	167
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts	0	0	0	49	1	3	4	210
Total Working Papers	0	0	3	340	3	11	32	1,102

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A jump telegraph model for option pricing	1	2	2	71	1	2	2	207
First Crossing Times of Telegraph Processes with Jumps	0	0	0	1	0	0	1	3
Hypo-exponential distributions and compound Poisson processes with alternating parameters	0	0	0	2	1	1	1	20
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	2	2	2	56
Occupation time distributions for the telegraph process	0	0	0	24	1	2	3	122
On piecewise linear processes	0	0	0	4	1	2	3	18
On telegraph processes, their first passage times and running extrema	0	0	0	3	0	0	0	8
Option Pricing Under Jump-Diffusion Processes with Regime Switching	0	0	0	0	2	4	5	6
Piecewise linear process with renewal starting points	0	0	0	0	0	0	1	13
Planar random motions with drift	0	0	0	0	1	2	3	5
Pricing Options under Telegraph Processes	0	0	1	26	1	1	2	107
Telegraph Processes with Random Jumps and Complete Market Models	0	0	0	0	0	1	2	6
Total Journal Articles	1	2	3	147	10	17	25	573

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Statistics updated 2025-12-06