Projects per year

## Fingerprint Dive into the research topics where Nikita Ratanov is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

- 1 Similar Profiles

Jump
Mathematics

Telegraph
Engineering & Materials Science

Market Model
Mathematics

Statistical Solutions
Mathematics

Financial Markets
Mathematics

Equivalent Martingale Measure
Mathematics

Wave equation
Mathematics

Random process
Mathematics

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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Projects 2011 2013

- 2 Finished

## Research Output 1991 2017

- 148 Citations
- 8 h-Index
- 23 Article

## Piecewise linear process with renewal starting points

Ratanov, N., Dec 2017, In : Statistics and Probability Letters. 131, p. 78-86Research output: Contribution to journal › Article

## Self-exciting piecewise linear processes

Ratanov, N., 2017, In : ESTUDOS NEOLATINOS. 14, p. 455 - 471Research output: Contribution to journal › Article

Linear Process

Piecewise Linear

First Passage Time

Jump

Interval

## Option Pricing Under Jump-Diffusion Processes with Regime Switching

Ratanov, N., Sep 1 2016, In : Methodology and Computing in Applied Probability. p. 829-845 17 p.Research output: Contribution to journal › Article

Equivalent Martingale Measure

Jump-diffusion Process

Regime Switching

Option Pricing

Incomplete Markets

## Hypo-exponential distributions and compound Poisson processes with alternating parameters

Ratanov, N., Dec 1 2015, In : Statistics and Probability Letters. p. 71-78 8 p.Research output: Contribution to journal › Article

Compound Poisson Process

Exponential distribution

Financial Modeling

Point Process

Jump

## On jump-difusion processes with regime switching: Martingale approach

di Crescenzo, A. & Ratanov, N., Jan 1 2015, In : Alea. p. 573-596 24 p.Research output: Contribution to journal › Article

Regime Switching

Jump Process

Relative Entropy

Martingale

Equivalent Martingale Measure