Nikita Ratanov
2004–2013
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Nikita Ratanov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Nikita Ratanov's perspective
Ordered by how strongly the researchers Nikita Ratanov trusts endorse each paper. Same corpus, a different order for every researcher.
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
- On prices' evolutions based on geometric telegrapher's process
- Financial Markets with Memory I: Dynamic Models
- Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance
- Poisson-type processes governed by fractional and higher-order recursive differential equations
- Fractional Poisson Process
- A note on birth–death processes with catastrophes
- Residual entropy and its characterizations in terms of hazard function and mean residual life function
- Alternative Approaches for the Transient Analysis of Markov Chains with Catastrophes
- Extinction probability in a birth-death process with killing
Their papers
- Telegraph Processes and Option Pricing (2013) — 96 citations
- A jump telegraph model for option pricing (2004) — 77 citations