Nikita Ratanov
Associate Professor
Economy faculty
Universidad del Rosario
Spain
Biography
PhD in Physical and Mathematical Sciences RAS Doctorate in Physical Sciences and Mathematics Moscow State University Lomonosov Master's in Mathematics Moscow State University Lomonosov
Research Interest
Economics
Publications
-
Ratanov, N. (2015). Ratanov, N. (2015). Option Pricing Under Jump-Diffusion Processes with Regime Switching. Methodology and Computing in Applied Probability, 18 (3), 829-845
-
Ratanov, N. (2015). Hypo-exponential distributions and compound Poisson processes with alternating parameters. Statistics and Probability Letters, 107 (0), 71-78
-
Ratanov, N. (2017). Self-exciting piecewise linear processes. Alea, ISSN (19800436). . . (14) pp. 455-471. Ratanov, N., 1. Di Crescezo (2015). On jump-diffusion processes with regime switching: Martingale approach . . pp. 12.
