N.Ratanov, Modelos estocásticos de mercados financieros, Universidad del Rosario, 2009 , 148 pp.
2008
7.
N. Ratanov, “Jump telegraph processes and a volatility smile”, Math. Meth. Econ. Fin., 3 (2008), 93-111
8.
N. Ratanov, A. Melnikov, “On financial markets based on telegraph processes”, Stochastics: An International Journal of Probability and Stochastic Processes, 80:2-3 (2008), 247-268 , Reprinted in IMS Lecture Notes Monograph Series Vol 57A, Stochastics: A Festschrift for Priscilla Greenwood Nick Bingham, Igor Estigneev, Editors
E.Orsingher, N.Ratanov, “Exact distributions of random motions in inhomogeneous media”, Theory of Probability and Mathematical Statistics, 76 (2007), 125-137
13.
N.Ratanov, “Telegraph models of financial markets”, Rev. Colombiana de Matem., 41 (2007), 247-252
14.
N. Ratanov, “An option pricing model based on jump telegraph processes”, Proc. Appl. Math. Mech., 7:1 (2007), 2080009-2080010
2006
15.
N. Ratanov, “Branching random motions, non-linear hyperbolic systems and travelling waves”, European Series in Applied and Industrial Mathematics (ESAIM:PS), 10 (2006), 236-257
Dudnikova T.V., Komech A.I., Ratanov N.E., Suhov Y.M., “On convergence to equilibrium distribution II. The wave equation in odd dimensions with mixing”, J. Stat. Phys., 108:5-6 (2002), 1219-1254
N. E. Ratanov, Strategii khedzhirovaniya. Printsipy matematicheskogo modelirovaniya, Chelyabinskii universitet, 2001 , 187 pp.
1999
21.
N. Ratanov, “Telegraph evolutions in inhomogeneous media”, Markov Processes and Related Fields, 5:1 (1999), 53-68
1997
22.
N. E. Ratanov, “Random motion of particle in inhomogeneous 1D media with reflecting and absorbing barriers”, Theoret. and Math. Phys., 112:1 (1997), 857–865
1996
23.
N. Ratanov, “On the invariance principle for the solutions of stochastic wave equation”, Random Oper. Stoch.Equations, 4:3 (1996), 273-282
24.
N. Ratanov, “On the asymptotics of the statistical solutions of wave equation with variable coefficients”, Random Oper. and Stoch. Equations, 4:4 (1996), 339-350
N. Ratanov, “Asymptotic behaviour of the statistical solutions of linear differential equations”, Z. Angew. Math. Mech., 76:3 (1996), 545-546
27.
N. E. Ratanov, Vestnik Chelyabinsk. Gos. Univ., 1996, no. 3, 90–98
1993
28.
N. E. Ratanov, Yu. M. Sukhov, “Invariant states for the time dynamics of a class of multidimensional lattice quantum Fermi systems”, Theoret. and Math. Phys., 94:1 (1993), 55–60
1991
29.
N. E. Ratanov, Yu. M. Sukhov, “Invariant states for time dynamics of one-dimensional lattice quantum fermi systems”, Theoret. and Math. Phys., 88:2 (1991), 849–858
30.
N. Ratanov, A. G. Shuhov, Yu. M. Suhov, “Stabilization of the statistical solution of the parabolic equation”, Acta Appl. Math., 22 (1991), 103-115
31.
N. E. Ratanov, Vestnik Chelyabinsk. Gos. Univ., 1991, no. 1, 64–70
1989
32.
A. I. Komech, N. E. Ratanov, “Stabilization of space-time stochastic solutions of wave equation”, Statistics and Control of Stochastic Processes, v.2, Steclov Seminar 1985-1986, Optimization Software Inc., Publication Division, New York-Los Angeles, 1989, 171-187
1985
33.
N. E. Ratanov, “Asimptoticheskaya normalnost statisticheskikh reshenii volnovogo uravneniya”, Vestnik Mosk. univ., ser.1, 1985, no. 4, 73–75 http://www.springerlink.com/content/0027-1322 (Asymptotic normality of the statistical solutions of the wave equation. Mosc. Univ. Math. Bull., 40, No.4, 77-79 (1985))
34.
N. E. Ratanov, “Asymptotic normality of statistical solutions of the wave equation”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1985, no. 4, 73–75
1984
35.
N. E. Ratanov, “Stabilization of statistical solutions of second-order hyperbolic equations”, Russian Math. Surveys, 39:1 (1984), 179–180
36.
N. E. Ratanov, “Ob asimptoticheskoi normalnosti statisticheskikh reshenii volnovogo uravneniya”, Differentsialnye uravneniya i ikh primeneniya, Mosk. un–ta, 1984, 153–160
37.
N. E. Ratanov, “Stabilizatsiya statisticheskikh reshenii volnovogo uravneniya”, Differentsialnye uravneniya i ikh primeneniya, Mosk. un–ta, 1984, 95–101
Телеграфные модели оценивания опционов N. E. Ratanov Principle Seminar of the Department of Probability Theory, Moscow State University November 16, 2022 16:45