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researcher

N. Ratanov

11 papers hereh-index 12595 citations67 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author7
  • first author1
  • last author3

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR9
  • q-fin.PR1
  • q-fin.TR1
same name
  • N. Ratanov — 2 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072021
most citedTelegraph Processes with Random Jumps and Complete Market Models

16 citations · 34 across the 9 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

math.PR2020★ 11 cited

Ornstein-Uhlenbeck processes of bounded variation

Nikita Ratanov

Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.