Revistas Internacionales Indexadas

Ratanov, N. , Oscar, L (2012). Option pricing driven by a telegraph process with random jumps. Journal of applied probability. 49 (3) pp. 838-849.

Ratanov, N. , López, O. (2012). Kac’s rescaling for jump-telegraph processes. Statistics and probability letters. 82 (10) pp. 1768–1776.

Ratanov, N. , Bogachev, L (2011). Occupation time distributions for the telegraph process. Stochastics Processes and Their Aplications. 121 (8) pp. 1633-1900.

Ratanov, N. (2009). Option pricing model based on a Markov-modulated diffusion with jumps. Brazilian Journal of Probability and Statistics. 24 (2) pp. 413-431.

Ratanov, N. (2009). Jump telegraph processes and a volatility smile. Mathematical Methods in Economics and Finance. 3 (1) pp. .

Ratanov, N. (2008). On financial markets based on telegraph processes. Stochastics: An International Journal of Probability and Stochastic Processes. 80 (3) pp. 247–268.

Ratanov, N. (2008). Random motions in inhomogeneous media. Theory of Probability and Mathematical Statistics . 76 pp. 125-137.

Ratanov, N. (2007). A jump telegraph model for option pricing. Quantitative Finance . 7 (5) pp. 575-583.

Ratanov, N. (2007). Inhomogeneous telegraph processes and their application to financial market modeling. Doklady Mathematics . 75 (1) pp. 115-117.

Ratanov, N. (2007). An option pricing model based on jump telegraph process. PAMM - Proceedings in Applied Mathematics and Mechanics. 7 (1) pp. 2080009.

Ratanov, N. (2007). Jump telegraph processes and financial markets with memory. Journal of Applied Mathematics and Stochastic Analysis. pp. 1-19.

Ratanov, N. (2006). Branching random motions, nonlinear hyperbolic systems and travelling waves. ESAIM: Probability and Statistics. (10) pp. 236-257.

Revistas Nacionales Indexadas Internacionalmente

Ratanov, N. (2007). Telegraph models of financial markets. Revista Colombiana de Matemáticas . 4 pp. 247-252.

Ratanov, N. (2005). Pricing Option under Telegraph Processes. Revista de Economía del Rosario . 8 (2) pp. 131-150.

Seriadas Internacionales

Ratanov, N. (2008). Jump Telegraph-Diffusion Option Pricing. Working Paper, Universitá degli Studi di Milano.. (1070) pp. 1-25.

Libros

Ratanov, N. (2009). Modelos estocásticos de mercados financieros. , Centro editorial Universidad del Rosario. pp. 100.

Borrador de investigación

Ratanov, N. (2005). Quantile hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts. Borradores de investigación, Universidad del Rosario. (62) pp. 21.

Ratanov, N. (2004). A jump telegraph model for option pricing. Borradores de investigación, Universidad del Rosario. (58) pp. 21.

Ratanov, N. (2004). Branching random motions, nonlinear hyperbolic systems and travelling waves. Borradores de investigación, Universidad del Rosario. (45) pp. 32.

Ratanov, N. (2004). Option pricing model based on telegraph processes with jumps. Borradores de investigación, Universidad del Rosario. (44) pp. 14.