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.