Nikita Ratanov : Citation Profile


Are you Nikita Ratanov?

3

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

13

Articles

7

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 2
   Journals where Nikita Ratanov has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 13 (23.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra277
   Updated: 2024-11-08    RAS profile: 2021-06-26    
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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)

Serrano, Rafael (1)

Cites to:

merton, robert (4)

Brennan, Michael (2)

Iacus, Stefano (2)

Montero, Miquel (2)

Perell贸, Josep (1)

Scholes, Myron (1)

Rulliere, Didier (1)

Corazza, Marco (1)

Siu, Tak Kuen (1)

Masoliver, Jaume (1)

Perna, Cira (1)

Main data


Where Nikita Ratanov has published?


Journals with more than one article published# docs
Statistics & Probability Letters5
Methodology and Computing in Applied Probability3
International Journal of Stochastic Analysis2

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

Recent works citing Nikita Ratanov (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Nikita Ratanov:


YearTitleTypeCited
2007On Financial Markets Based on Telegraph Processes In: Papers.
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paper3
2008Option Pricing Model Based on a Markov-modulated Diffusion with Jumps In: Papers.
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paper3
2008Jump Telegraph-Diffusion Option Pricing In: UNIMI - Research Papers in Economics, Business, and Statistics.
[Full Text][Citation analysis]
paper1
2004A Jump Telegraph Model for Option Pricing In: Borradores de Investigaci贸n.
[Full Text][Citation analysis]
paper11
2007A jump telegraph model for option pricing.(2007) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2005Quantil 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]
paper2
2004Option Pricing Model Based on Telegraph Processes with Jumps In: Borradores de Investigaci贸n.
[Full Text][Citation analysis]
paper1
2004Branching random motions, nonlinear hyperbolic systems and traveling waves In: Borradores de Investigaci贸n.
[Full Text][Citation analysis]
paper0
2005Pricing Options under Telegraph Processes In: Revista de Econom铆a del Rosario.
[Full Text][Citation analysis]
article0
2011Occupation time distributions for the telegraph process In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
article5
2015Hypo-exponential distributions and compound Poisson processes with alternating parameters In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1
2017Piecewise linear process with renewal starting points In: Statistics & Probability Letters.
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article1
2021On telegraph processes, their first passage times and running extrema In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article3
2012Kac鈥檚 rescaling for jump-telegraph processes In: Statistics & Probability Letters.
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article3
2014On piecewise linear processes In: Statistics & Probability Letters.
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article0
2007Jump Telegraph Processes and Financial Markets with Memory In: International Journal of Stochastic Analysis.
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article2
2002Planar random motions with drift In: International Journal of Stochastic Analysis.
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article0
2015Telegraph Processes with Random Jumps and Complete Market Models In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
article4
2016Option Pricing Under Jump-Diffusion Processes with Regime Switching In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
article2
2020First Crossing Times of Telegraph Processes with Jumps In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team