| Ratanov Nikita Evgenievich
|
| Associate professor
|
| Doctor of physico-mathematical sciences (1999)
|
Speciality:
01.01.02 (Differential equations, dynamical systems, and optimal control)
Birth date:
10.04.1954
Phone: +57 (1) 2970200
E-mail:
Keywords: telegraph processes,
mathematical finance.
MSC: 35L**,
35Q**,
37H10,
34F05,
60H**,
60F05,
60G**
Subject: stochastic analysis, mathematical finance
Main publications:
-
N. Ratanov, “A jump telegraph model for option pricing”, Quantitative Finance, 7:5 (2007), 575–583
-
L. Bogachev, N. Ratanov, “Occupation time distributions for the telegraph process”, Stoch. Proc. Appl., 121:8 (2011), 1816–1844
Recent publications
© , 2024
