Nikita Ratanov : Citation Profile

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: 1.    Total self citations: 13 (23.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra277
   Updated: 2025-03-15    RAS profile: 2021-06-26    
   Missing citations? Add them    Incorrect content? Let us know

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)

Iacus, Stefano (2)

Montero, Miquel (2)

Brennan, Michael (2)

Siu, Tak Kuen (1)

Scholes, Myron (1)

Perna, Cira (1)

Rulliere, Didier (1)

Masoliver, Jaume (1)

Clark, Peter (1)

Perelló, Josep (1)

Main data

Production by document typearticlepaper20022003200420052006200720082009201020112012201320142015201620172018201920202021024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200220032004200520062007200820092010201120122013201420152016201720182019202020210102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200720082009201020112012201320142015201620172018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20042005200620072008200920102011201220132014201520162017201820192020202105101520Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents12345051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

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�n / Universidad del Rosario4
Papers / arXiv.org2

Recent works citing Nikita Ratanov (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Nikita Ratanov:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007On Financial Markets Based on Telegraph Processes In: Papers.
[Full Text][Citation analysis]		paper3
2008Option Pricing Model Based on a Markov-modulated Diffusion with Jumps In: Papers.
[Full Text][Citation analysis]		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 Investigación.
[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 Investigación.
[Full Text][Citation analysis]		paper2
2004Option Pricing Model Based on Telegraph Processes with Jumps In: Borradores de Investigación.
[Full Text][Citation analysis]		paper1
2004Branching random motions, nonlinear hyperbolic systems and traveling waves In: Borradores de Investigación.
[Full Text][Citation analysis]		paper0
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]		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.
[Full Text][Citation analysis]		article1
2021On telegraph processes, their first passage times and running extrema In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2012Kac’s rescaling for jump-telegraph processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article3
2014On piecewise linear processes In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2007Jump Telegraph Processes and Financial Markets with Memory In: International Journal of Stochastic Analysis.
[Full Text][Citation analysis]		article2
2002Planar random motions with drift In: International Journal of Stochastic Analysis.
[Full Text][Citation analysis]		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 February, 4 2025. Contact: CitEc Team