3
H index
1
i10 index
43
Citations
Nikita Ratanov : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2002 - 2021). Relations with other researchers
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:
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Main data
Where Nikita Ratanov has published?
| 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 |
Recent works citing Nikita Ratanov (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Functional Large Deviations for Kac鈥揝troock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions. (2024). Qingshan, Yang ; Lihu, XU ; Hui, Jiang. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01354-0. Full description at Econpapers || Download paper |
Works by Nikita Ratanov:
| 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, 20 2025. Contact: CitEc Team