3
H index
1
i10 index
43
Citations
| 3 H index 1 i10 index 43 Citations RESEARCH PRODUCTION: 13 Articles 7 Papers RESEARCH ACTIVITY: 19 years (2002 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pra277 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nikita Ratanov. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Statistics & Probability Letters | 5 |
Methodology and Computing in Applied Probability | 3 |
International Journal of Stochastic Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Borradores de Investigaci髇 / Universidad del Rosario | 4 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2007 | On Financial Markets Based on Telegraph Processes In: Papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Option Pricing Model Based on a Markov-modulated Diffusion with Jumps In: Papers. [Full Text][Citation analysis] | paper | 3 |
2008 | Jump Telegraph-Diffusion Option Pricing In: UNIMI - Research Papers in Economics, Business, and Statistics. [Full Text][Citation analysis] | paper | 1 |
2004 | A Jump Telegraph Model for Option Pricing In: Borradores de Investigaci贸n. [Full Text][Citation analysis] | paper | 11 |
2007 | A jump telegraph model for option pricing.(2007) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2005 | Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts In: Borradores de Investigaci贸n. [Full Text][Citation analysis] | paper | 2 |
2004 | Option Pricing Model Based on Telegraph Processes with Jumps In: Borradores de Investigaci贸n. [Full Text][Citation analysis] | paper | 1 |
2004 | Branching random motions, nonlinear hyperbolic systems and traveling waves In: Borradores de Investigaci贸n. [Full Text][Citation analysis] | paper | 0 |
2005 | Pricing Options under Telegraph Processes In: Revista de Econom铆a del Rosario. [Full Text][Citation analysis] | article | 0 |
2011 | Occupation time distributions for the telegraph process In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 5 |
2015 | Hypo-exponential distributions and compound Poisson processes with alternating parameters In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Piecewise linear process with renewal starting points In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2021 | On telegraph processes, their first passage times and running extrema In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
2012 | Kac鈥檚 rescaling for jump-telegraph processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
2014 | On piecewise linear processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2007 | Jump Telegraph Processes and Financial Markets with Memory In: International Journal of Stochastic Analysis. [Full Text][Citation analysis] | article | 2 |
2002 | Planar random motions with drift In: International Journal of Stochastic Analysis. [Full Text][Citation analysis] | article | 0 |
2015 | Telegraph Processes with Random Jumps and Complete Market Models In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 4 |
2016 | Option Pricing Under Jump-Diffusion Processes with Regime Switching In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 2 |
2020 | First Crossing Times of Telegraph Processes with Jumps In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team