N. E. Ratanov: search on Z-Library

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1

A jump telegraph model for option pricing

Ratanov, Nikita

Journal:

Quantitative Finance

Year:

2007

Language:

english

File:

PDF, 194 KB

english, 2007

2

Piecewise deterministic processes following two alternating patterns

Ratanov, Nikita, Di Crescenzo, Antonio, Martinucci, Barbara

Journal:

Journal of Applied Probability

Year:

2019

File:

PDF, 287 KB

2019

3

Mean-reverting neuronal model based on two alternating patterns

Ratanov, Nikita

Journal:

Year:

2020

File:

PDF, 981 KB

2020

4

Experimental investigation of the interaction of colliding droplets

V. A. Arkhipov, G. S. Ratanov, V. F. Trofimov

Journal:

Journal of Applied Mechanics and Technical Physics

Year:

1978

Language:

english

File:

PDF, 1.04 MB

english, 1978

5

First Crossing Times of Telegraph Processes with Jumps

Ratanov, Nikita

Journal:

Methodology and Computing in Applied Probability

Year:

2019

Language:

english

File:

PDF, 821 KB

english, 2019

6

Stabilization of statistical solutions of second-order hyperbolic equations

Journal:

Russian Mathematical Surveys

Year:

1984

Language:

english

File:

PDF, 219 KB

english, 1984

7

Double Telegraph Processes and Complete Market Models

Ratanov, Nikita

Journal:

Stochastic Analysis and Applications

Year:

2014

Language:

english

File:

PDF, 190 KB

english, 2014

8

Ornstein-Uhlenbeck Processes of Bounded Variation

Ratanov, Nikita

Journal:

Methodology and Computing in Applied Probability

Year:

2020

File:

PDF, 651 KB

2020

9

On Convergence to Equilibrium Distribution, II. The Wave Equation in Odd Dimensions, with Mixing

T. V. Dudnikova, A. I. Komech, N. E. Ratanov, Y. M. Suhov

Journal:

Journal of Statistical Physics

Year:

2002

Language:

english

File:

PDF, 238 KB

english, 2002

10

Hypo-exponential distributions and compound Poisson processes with alternating parameters

Ratanov, Nikita

Journal:

Statistics & Probability Letters

Year:

2015

Language:

english

File:

PDF, 385 KB

english, 2015

11

[Society of Petroleum Engineers SPE Russian Petroleum Technology Conference - Moscow, Russia (2017-10-16)] SPE Russian Petroleum Technology Conference - Challenges and Results in Implementing a Smart Field Concept to Increase an Operational and a Developing Efficiency at Mature Field AO RITEK Case Study

Kyrnaev, Dmitry, Maslanov, Alexandr, Karpov, Valeriy, Amirov, Andrey, Batilov, Ivan, Ratanov, Konstantin, Kozhin, Artem, Fomin, Vitaliy, Klemba, Andrey, Rybalko, Anton, Guletzkiy, Maxim

Language:

english

File:

PDF, 1.74 MB

english

12

Stabilization of the statistical solution of the parabolic equation

N. E. Ratanov, A. G. Shuhov, Yu. M. Suhov

Journal:

Acta Applicandae Mathematicae

Year:

1991

Language:

english

File:

PDF, 487 KB

english, 1991

13

Nonhomogeneous telegraph processes and their application to financial market modeling

A. V. Melnikov, N. E. Ratanov

Journal:

Doklady Mathematics

Year:

2007

Language:

english

File:

PDF, 185 KB

english, 2007

14

Telegraph Processes with Random Jumps and Complete Market Models

Ratanov, Nikita

Journal:

Methodology and Computing in Applied Probability

Year:

2015

Language:

english

File:

PDF, 582 KB

english, 2015

15

On financial markets based on telegraph processes

Ratanov, Nikita, Melnikov, Alexander

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2008

Language:

english

File:

PDF, 253 KB

english, 2008

16

On the asymmetric telegraph processes

López, Oscar, Ratanov, Nikita

Journal:

Journal of Applied Probability

Year:

2014

Language:

english

File:

PDF, 165 KB

english, 2014

17

Laser diagnostic methods for solid combustion products

V. A. Arkhipov, G. S. Ratanov

Journal:

Combustion, Explosion, and Shock Waves

Year:

1979

Language:

english

File:

PDF, 236 KB

english, 1979

18

Experimental determination of the mean particle size of the condensed phase in the combustion products of gunpowder

E. P. Boltrukevich, G. S. Ratanov

Journal:

Combustion, Explosion, and Shock Waves

Year:

1979

Language:

english

File:

PDF, 228 KB

english, 1979

19

Reaction–advection random motions in inhomogeneous media

Journal:

Physica D: Nonlinear Phenomena

Year:

2004

Language:

english

File:

PDF, 126 KB

english, 2004

20

Experimental determination of the friction coefficient and the force produced by cuffs against the body of a diaphragm stuffing box of a rod type deep pumping installation

K. A. Ratanov, V. M. Valovskii

Journal:

Chemical and Petroleum Engineering

Year:

1988

Language:

english

File:

PDF, 223 KB

english, 1988

21

Occupation time distributions for the telegraph process

Leonid Bogachev, Nikita Ratanov

Journal:

Stochastic Processes and their Applications

Year:

2011

Language:

english

File:

PDF, 400 KB

english, 2011

22

Branching random motions, nonlinear hyperbolic systems and travellind waves

Ratanov, Nikita

Journal:

ESAIM Probability and Statistics

Year:

2006

Language:

english

File:

PDF, 263 KB

english, 2006

23

Invariant states for time dynamics of one-dimensional lattice quantum fermi systems

N. E. Ratanov, Yu. M. Sukhov

Journal:

Theoretical and Mathematical Physics

Year:

1991

Language:

english

File:

PDF, 728 KB

english, 1991

24

Piecewise linear processes with Poisson‐modulated exponential switching times

Di Crescenzo, Antonio, Martinucci, Barbara, Ratanov, Nikita

Journal:

Mathematical Methods in the Applied Sciences

Year:

2019

Language:

english

File:

PDF, 695 KB

english, 2019

25

OPTION PRICING DRIVEN BY A TELEGRAPH PROCESS WITH RANDOM JUMPS

OSCAR LÓPEZ and NIKITA RATANOV

Journal:

Journal of Applied Probability

Year:

2012

Language:

english

File:

PDF, 929 KB

english, 2012

26

[Society of Petroleum Engineers SPE Russian Petroleum Technology Conference - Moscow, Russia (2017-10-16)] SPE Russian Petroleum Technology Conference - Challenges and Results in Implementing a Smart Field Concept to Increase an Operational and a Developing Efficiency at Mature Field AO RITEK Case Study (Russian)

Kyrnaev, Dmitry, Maslanov, Alexandr, Karpov, Valeriy, Amirov, Andrey, Batilov, Ivan, Ratanov, Konstantin, Kozhin, Artem, Fomin, Vitaliy, Klemba, Andrey, Rybalko, Anton, Guletzkiy, Maxim

Language:

russian

File:

PDF, 1.54 MB

russian

27

Damped jump-telegraph processes

Ratanov, Nikita

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 402 KB

english, 2013

28

Jump Telegraph Processes and Financial Markets with Memory

Ratanov, Nikita

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2007

Language:

english

File:

PDF, 209 KB

english, 2007

29

A two-channel automatic device for pulsed strain-gauge use

N. P. Beketov, F. V. Borovko, G. S. Ratanov

Journal:

Measurement Techniques

Year:

1985

Language:

english

File:

PDF, 193 KB

english, 1985

30

Invariant states for the time dynamics of a class of multidimensional lattice quantum Fermi systems

N. E. Ratanov, Yu. M. Sukhov

Journal:

Theoretical and Mathematical Physics

Year:

1993

Language:

english

File:

PDF, 362 KB

english, 1993

31

On piecewise linear processes

Ratanov, Nikita

Journal:

Statistics & Probability Letters

Year:

2014

Language:

english

File:

PDF, 387 KB

english, 2014

32

Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers

Journal:

Theoretical and Mathematical Physics

Year:

1997

Language:

english

File:

PDF, 456 KB

english, 1997

33

On the Asymmetric Telegraph Processes

López, Oscar, Ratanov, Nikita

Journal:

Journal of Applied Probability

Year:

2014

Language:

english

File:

PDF, 165 KB

english, 2014

34

Option Pricing Under Jump-Diffusion Processes with Regime Switching

Ratanov, Nikita

Journal:

Methodology and Computing in Applied Probability

Year:

2016

Language:

english

File:

PDF, 754 KB

english, 2016

35

Option Pricing Driven by a Telegraph Process with Random Jumps

López, Oscar, Ratanov, Nikita

Journal:

Journal of Applied Probability

Year:

2012

Language:

english

File:

PDF, 128 KB

english, 2012

36

On invariance principle for the Stochastic wave equation

Journal:

Random Operators and Stochastic Equations

Year:

1996

Language:

english

File:

PDF, 817 KB

english, 1996

37

On the asymptotics of the statistical Solutions of wave equation with variable coefficients

Journal:

Random Operators and Stochastic Equations

Year:

1996

Language:

english

File:

PDF, 1.02 MB

english, 1996

38

Planar piecewise linear random motions with jumps

Garra, Roberto, Orsingher, Enzo, Ratanov, Nikita

Journal:

Mathematical Methods in the Applied Sciences

Year:

2017

Language:

english

File:

PDF, 1.63 MB

english, 2017

39

Option Pricing Driven by a Telegraph Process with Random Jumps

López, Oscar, Ratanov, Nikita

Journal:

Journal of Applied Probability

Year:

2012

Language:

english

File:

PDF, 152 KB

english, 2012

40

[Offshore Technology Conference Offshore Technology Conference Asia - Kuala Lumpur, Malaysia (2018-03-20)] Offshore Technology Conference Asia - Valuable Improvements of Data Preparation and Controlling Operational Regime Practices at Mature Field as A Basic Part of a Smart Field Concept Usage Case Study

Kyrnaev, D., Fomin, V., Maslanov, A., Karpov, V., Amirov, A., Sleptsov, D., Batilov, I., Ratanov, K., Kozhin, A., Klemba, A., Rybalko, A., Guletzskiy, M.

Language:

english

File:

PDF, 1.00 MB

english

41

Kac–Lévy Processes

Ratanov, Nikita

Journal:

Journal of Theoretical Probability

Year:

2018

Language:

english

File:

PDF, 673 KB

english, 2018

42

An option pricing model based on jump telegraph processes

Journal:

Year:

2007

Language:

english

File:

PDF, 97 KB

english, 2007

43

Kac’s rescaling for jump-telegraph processes

Oscar López, Nikita Ratanov

Journal:

Statistics & Probability Letters

Year:

2012

Language:

english

File:

PDF, 272 KB

english, 2012

44

Option pricing model based on a Markov-modulated diffusion with jumps

Ratanov, Nikita

Journal:

Brazilian Journal of Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 197 KB

english, 2010

45

Piecewise linear process with renewal starting points

Ratanov, Nikita

Journal:

Statistics & Probability Letters

Year:

2017

Language:

english

File:

PDF, 326 KB

english, 2017

46

Planar random motions with drift

Orsingher, E., Ratanov, N.

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2002

Language:

english

File:

PDF, 1.83 MB

english, 2002

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