Nikita Ratanov : Citation Profile


Are you Nikita Ratanov?

Universidad del Rosario

2

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

4

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2004 - 2012). See details.
   Cites by year: 1
   Journals where Nikita Ratanov has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 5 (31.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra277
   Updated: 2019-07-14    RAS profile: 2012-12-10    
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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:

Iacus, Stefano (4)

Leorato, Samantha (1)

Cites to:

merton, robert (3)

Brennan, Michael (2)

Clark, Peter (1)

Scholes, Myron (1)

Mandelbrot, Benoît (1)

Rulliere, Didier (1)

Iacus, Stefano (1)

Montero, Miquel (1)

Main data


Where Nikita Ratanov has published?


Working Papers Series with more than one paper published# docs
Borradores de Investigación / Universidad del Rosario4
Papers / arXiv.org2

Recent works citing Nikita Ratanov (2018 and 2017)


YearTitle of citing document
2019Jump-telegraph models for the short rate: pricing and convexity adjustments of zero coupon bonds. (2019). Lopez, Oscar ; Sanchez, Alejandra ; Oleaga, Gerardo E. In: Papers. RePEc:arx:papers:1901.02995.

Full description at Econpapers || Download paper

Works by Nikita Ratanov:


YearTitleTypeCited
2007On Financial Markets Based on Telegraph Processes In: Papers.
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paper1
2008Option Pricing Model Based on a Markov-modulated Diffusion with Jumps In: Papers.
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paper1
2008Jump Telegraph-Diffusion Option Pricing In: UNIMI - Research Papers in Economics, Business, and Statistics.
[Full Text][Citation analysis]
paper0
2004A Jump Telegraph Model for Option Pricing In: Borradores de Investigación.
[Full Text][Citation analysis]
paper5
2007A jump telegraph model for option pricing.(2007) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2005Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts In: Borradores de Investigación.
[Full Text][Citation analysis]
paper2
2004Option Pricing Model Based on Telegraph Processes with Jumps In: Borradores de Investigación.
[Full Text][Citation analysis]
paper0
2004Branching random motions, nonlinear hyperbolic systems and traveling waves In: Borradores de Investigación.
[Full Text][Citation analysis]
paper1
2005Pricing Options under Telegraph Processes In: Revista de Economía del Rosario.
[Full Text][Citation analysis]
article0
2011Occupation time distributions for the telegraph process In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article0
2012Kac’s rescaling for jump-telegraph processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team