N. Ratanov

发表

Occupation time distributions for the telegraph process

Leonid Bogachev, Nikita Ratanov, L. Bogachev, 2010, 1007.3139.

Financial Modelling and Option Pricing

N. Ratanov, A. Kolesnik, 2013 .

Piecewise linear processes with Poisson‐modulated exponential switching times

B. Martinucci, N. Ratanov, A. Di Crescenzo, 2019, Mathematical Methods in the Applied Sciences.

Double Telegraph Processes and Complete Market Models

N. Ratanov, 2014 .

On financial markets based on telegraph processes

A. Melnikov, N. Ratanov, 2007, 0712.3428.

Jump Telegraph Processes and Financial Markets with Memory

N. Ratanov, 2007 .

Branching random motions, nonlinear hyperbolic systems and travelling waves

N. Ratanov, 2004 .

Self-exciting piecewise linear processes

N. Ratanov, 2017 .

On the Asymmetric Telegraph Processes

Oscar López, Nikita Ratanov, Oscar López, 2014, Journal of Applied Probability.

Kac-L\'evy processes

N. Ratanov, 2018, 1811.09484.

Kac–Lévy Processes

N. Ratanov, 2018, Journal of Theoretical Probability.

Option Pricing Model Based on a Markov-modulated Diffusion with Jumps

N. Ratanov, 2008, 0812.0761.

Jump telegraph processes and a volatility smile

N. Ratanov, 2008 .

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

T. V. Dudnikova, Y. Suhov, N. Ratanov, 2002, math-ph/0508039.

On piecewise linear processes

N. Ratanov, 2014 .

Damped jump-telegraph processes

N. Ratanov, 2013, 1303.2796.

Telegraph Process on the Line

N. Ratanov, A. Kolesnik, 2013 .

Pricing Options Under Telegraph Processes

N. Ratanov, 2006 .

Ornstein-Uhlenbeck Processes of Bounded Variation

N. Ratanov, 2020, Methodology and Computing in Applied Probability.

Piecewise deterministic processes following two alternating patterns

Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov, 2019, Journal of Applied Probability.

Telegraph Processes and Option Pricing

Alexander D. Kolesnik, Nikita Ratanov, N. Ratanov, 2013 .

Option Pricing Driven by a Telegraph Process with Random Jumps

Oscar López, N. Ratanov, 2012, Journal of Applied Probability.

Mean-reverting neuronal model based on two alternating patterns

Nikita Ratanov, N. Ratanov, 2020, Biosyst..

Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts

N. Ratanov, 2005 .

abril de 2005 Quantile Hedging for Telegraph Markets and Its Applications To a Pricing of Equity-Linked Life Insurance Contracts

N. Ratanov, 2005 .

Telegraph Processes with Random Jumps and Complete Market Models

N. Ratanov, 2013, Methodology and Computing in Applied Probability.

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

N. Ratanov, 1997 .

Functionals of Telegraph Process

N. Ratanov, A. Kolesnik, 2013 .

Random motions in inhomogeneous media

E. Orsingher, N. Ratanov, 2008 .

PLANAR RANDOM MOTIONS WITH DRIFT

E. Orsingher, N. Ratanov, 2002 .

Planar piecewise linear random motions with jumps

E. Orsingher, R. Garra, N. Ratanov, 2017 .

On telegraph processes, their first passage times and running extrema

Nikita Ratanov, N. Ratanov, 2021, Statistics & Probability Letters.

A jump telegraph model for option pricing

Nikita Ratanov, N. Ratanov, 2004 .

Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals

N. Ratanov, 2022, Methodology and Computing in Applied Probability.

First-passage probabilities and invariant distributions of Kac-Ornstein-Uhlenbeck processes

Nikita Ratanov, N. Ratanov, 2021, 2102.13308.

Ornstein-Uhlenbeck Processes of Bounded Variation

N. Ratanov, 2020, Methodology and Computing in Applied Probability.

Kac–Lévy Processes

N. Ratanov, Nikita Ratanov, 2018, Journal of Theoretical Probability.

Kac’s rescaling for jump-telegraph processes

Nikita Ratanov, Oscar López, Oscar López, 2012 .

Nonhomogeneous telegraph processes and their application to financial market modeling

A. Melnikov, N. Ratanov, 2007 .

Asymmetric Jump-Telegraph Processes

N. Ratanov, A. Kolesnik, 2013 .

noviembre de 2004 A Jump Telegraph Model for Option Pricing

N. Ratanov, 2004 .

Jump Telegraph-Diffusion Option Pricing

N. Ratanov, 2008 .

Jump Telegraph-Diusio n Option Pricing

N. Ratanov, 2008 .

First Crossing Times of Telegraph Processes with Jumps

N. Ratanov, 2020, Methodology and Computing in Applied Probability.

A two-state neuronal model with alternating exponential excitation.

N. Ratanov, 2019, Mathematical biosciences and engineering : MBE.

Reaction–advection random motions in inhomogeneous media

N. Ratanov, 2004 .

Stabilization of the statistical solution of the parabolic equation

Y. Suhov, N. Ratanov, A. G. Shuhov, 1991, Acta Applicandae Mathematicae.

Option Pricing Under Jump-Diffusion Processes with Regime Switching

N. Ratanov, 2015, Methodology and Computing in Applied Probability.

On jump-diffusion processes with regime switching: martingale approach

A. Crescenzo, N. Ratanov, 2015, 1508.04533.