1

A jump telegraph model for option pricing

Ratanov, Nikita
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 194 KB
english, 2007
3

Mean-reverting neuronal model based on two alternating patterns

Ratanov, Nikita
Journal:
Biosystems
Year:
2020
File:
PDF, 981 KB
2020
4

An option pricing model based on jump telegraph processes

Nikita Ratanov
Journal:
PAMM
Year:
2007
Language:
english
File:
PDF, 97 KB
english, 2007
5

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
6

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
7

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
8

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
9

On piecewise linear processes

Ratanov, Nikita
Journal:
Statistics & Probability Letters
Year:
2014
Language:
english
File:
PDF, 387 KB
english, 2014
10

Damped jump-telegraph processes

Ratanov, Nikita
Journal:
Statistics & Probability Letters
Year:
2013
Language:
english
File:
PDF, 402 KB
english, 2013
11

Double Telegraph Processes and Complete Market Models

Ratanov, Nikita
Journal:
Stochastic Analysis and Applications
Year:
2014
Language:
english
File:
PDF, 190 KB
english, 2014
13

On the asymmetric telegraph processes

López, Oscar, Ratanov, Nikita
Journal:
Journal of Applied Probability
Year:
2014
Language:
english
File:
PDF, 165 KB
english, 2014
14

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
16

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
17

On the Asymmetric Telegraph Processes

López, Oscar, Ratanov, Nikita
Journal:
Journal of Applied Probability
Year:
2014
Language:
english
File:
PDF, 165 KB
english, 2014
18

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
19

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
20

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
21

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
22

Piecewise linear process with renewal starting points

Ratanov, Nikita
Journal:
Statistics & Probability Letters
Year:
2017
Language:
english
File:
PDF, 326 KB
english, 2017
23

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
24

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
25

Kac–Lévy Processes

Ratanov, Nikita
Journal:
Journal of Theoretical Probability
Year:
2018
Language:
english
File:
PDF, 673 KB
english, 2018