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 2 70 1 1 9 237
Branching random motions, nonlinear hyperbolic systems and traveling waves 0 0 1 47 0 1 5 161
Jump Telegraph-Diffusion Option Pricing 0 2 2 16 0 2 4 38
On Financial Markets Based on Telegraph Processes 0 0 0 33 0 0 1 83
Option Pricing Model Based on Telegraph Processes with Jumps 0 0 2 42 0 0 5 144
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps 0 0 0 72 0 0 2 155
Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts 0 0 2 49 0 0 8 200
Total Working Papers 0 2 9 329 1 4 34 1,018


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 1 1 199
Kac’s rescaling for jump-telegraph processes 0 0 1 16 0 0 3 52
Occupation time distributions for the telegraph process 0 0 0 24 0 0 2 115
Pricing Options under Telegraph Processes 0 0 0 25 0 0 8 103
Total Journal Articles 0 0 1 133 0 1 14 469


Statistics updated 2020-09-04