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Information about:
Nikita Ratanov

Personal Details | Affiliation | Works

This is information that was supplied by Nikita Ratanov in registering through RePEc. If you are Nikita Ratanov , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Nikita
Middle Name:
Last Name: Ratanov
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RePEc Short-ID: pra277

Email:
Homepage: http://www2.urosario.edu.co/urweb/FASE3/profesores/doce_nikita_ratanov.htm
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Affiliation

(in no particular order)

Facultad de Economía (Department of Economics)
Universidad del Rosario
Location: Santa Fe de Bogotá, Colombia
Homepage: http://economia.urosario.edu.co/
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Fax:
Postal:
Handle: RePEc:edi:ferosco (registered authors at this institution)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

Nikita Ratanov, 2005. "Quantil Hedging for telegraph markets and its applications to a pricing of equity-linked life insurance contracts," BORRADORES DE INVESTIGACIÃN 003410, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
Nikita Ratanov, 2004. "Option Pricing Model Based on Telegraph Processes with Jumps," BORRADORES DE INVESTIGACIÃN 004330, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
Nikita Ratanov, 2004. "A Jump Telegraph Model for Option Pricing," BORRADORES DE INVESTIGACIÃN 001919, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
Published as:
- Nikita Ratanov, 2007. "A jump telegraph model for option pricing," Quantitative Finance, Taylor and Francis Journals, vol. 7(5), pages 575-583. [Downloadable!] (restricted)
Nikita Ratanov, 2004. "Branching random motions, nonlinear hyperbolic systems and traveling waves," BORRADORES DE INVESTIGACIÃN 004331, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]

Articles

Nikita Ratanov, 2007. "A jump telegraph model for option pricing," Quantitative Finance, Taylor and Francis Journals, vol. 7(5), pages 575-583. [Downloadable!] (restricted)
Other versions:
- Nikita Ratanov, 2004. "A Jump Telegraph Model for Option Pricing," BORRADORES DE INVESTIGACIÃN 001919, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
RATANOV, Nikita, 2005. "Pricing Options under Telegraph Processes," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]

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This page was last updated on 2008-9-28.

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