| Telegraph processes and option pricing AD Kolesnik, N Ratanov Springer; the second edition (expanded) was published in 2022, 2013 | 122 | 2013 |
| A jump telegraph model for option pricing N Ratanov Quantitative Finance 7 (5), 575-583, 2007 | 79 | 2007 |
| On the asymmetric telegraph processes O López, N Ratanov Journal of Applied Probability 51 (2), 569-589, 2014 | 52 | 2014 |
| Option pricing model based on a Markov-modulated diffusion with jumps N Ratanov | 36 | 2010 |
| Option pricing driven by a telegraph process with random jumps O López, N Ratanov Journal of Applied Probability 49 (3), 838-849, 2012 | 34* | 2012 |
| Telegraph evolutions in inhomogeneous media N Ratanov Markov Process. Relat. Fields 5 (1), 53-68, 1999 | 32 | 1999 |
| On convergence to equilibrium distribution, II. The wave equation in odd dimensions, with mixing TV Dudnikova, AI Komech, NE Ratanov, YM Suhov Journal of statistical physics 108, 1219-1253, 2002 | 31* | 2002 |
| Occupation time distributions for the telegraph process L Bogachev, N Ratanov Stochastic processes and their applications 121 (8), 1816-1844, 2011 | 28 | 2011 |
| On financial markets based on telegraph processes N Ratanov, A Melnikov Stochastics: An International Journal of Probability and Stochastics …, 2008 | 27 | 2008 |
| Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers NE Ratanov Theoretical and Mathematical Physics 112 (1), 857-865, 1997 | 27* | 1997 |
| Стабилизация статистических решений гиперболических уравнений второго порядка НЕ Ратанов Успехи Математуческих наук 39 (1(235)), 151-152, 1984 | 27* | 1984 |
| Telegraph processes with random jumps and complete market models N Ratanov Methodology and Computing in Applied Probability, 2013, 2013 | 23 | 2013 |
| Kac’s rescaling for jump-telegraph processes O López, N Ratanov Statistics & Probability Letters 82 (10), 1768-1776, 2012 | 22 | 2012 |
| Jump telegraph processes and financial markets with memory N Ratanov Journal of Applied Mathematics and Stochastic Analysis 2007, 2007 | 17 | 2007 |
| Stabilization of the statistical solution of the parabolic equation NE Ratanov, AG Shuhov, YM Suhov Acta Applicandae Mathematica 22, 103-115, 1991 | 17 | 1991 |
| Damped jump-telegraph processes N Ratanov Statistics & Probability Letters 83 (10), 2282-2290, 2013 | 16 | 2013 |
| Planar random motions with drift E Orsingher, N Ratanov Journal of Applied Mathematics and Stochastic Analysis 15 (3), 189-205, 2002 | 16 | 2002 |
| Асимптотическая нормальность статистических решений волнового уравнения НЕ Ратанов Вестник Московского университета. Серия 1, 73–75, 1985 | 15* | 1985 |
| Option pricing under jump-diffusion processes with regime switching N Ratanov Methodology and Computing in Applied Probability 18, 829-845, 2016 | 13 | 2016 |
| Kac–Lévy Processes N Ratanov Journal of Theoretical Probability 33 (1), 239-267, 2020 | 11 | 2020 |
Alexander KomechProf. Vienna University在 univie.ac.at 的电子邮件经过验证
