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
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
8.
E. Orsingher, N. Ratanov, “Planar random motions with drift”, J. Appl. Math. Stoch. Anal., 15:3 (2002), 205-221
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. Ratanov, “Branching random motions, non-linear hyperbolic systems and travelling waves”, European Series in Applied and Industrial Mathematics (ESAIM:PS), 10 (2006), 236-257
N. E. Ratanov, “Asymptotic normality of statistical solutions of the wave equation”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1985, no. 4, 73–75
16.
M. M. Dyshaev, N. E. Ratanov, V. P. Dergilev, A. A. Lazarev, “Yield crop simulation for options pricing”, Chelyab. Fiz.-Mat. Zh., 6:4 (2021), 512–528
17.
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
18.
N.Ratanov, Modelos estocásticos de mercados financieros, Universidad del Rosario, 2009 , 148 pp.
19.
N. Ratanov, “Jump telegraph processes and a volatility smile”, Math. Meth. Econ. Fin., 3 (2008), 93-111
20.
E.Orsingher, N.Ratanov, “Exact distributions of random motions in inhomogeneous media”, Theory of Probability and Mathematical Statistics, 76 (2007), 125-137
21.
N.Ratanov, “Telegraph models of financial markets”, Rev. Colombiana de Matem., 41 (2007), 247-252
22.
N. Ratanov, “An option pricing model based on jump telegraph processes”, Proc. Appl. Math. Mech., 7:1 (2007), 2080009-2080010
23.
N. Ratanov, “Pricing options under telegraph processes”, Rev. Econ. Ros., 8:2 (2005), 131-150
24.
N. E. Ratanov, Strategii khedzhirovaniya. Printsipy matematicheskogo modelirovaniya, Chelyabinskii universitet, 2001 , 187 pp.
25.
N. Ratanov, “Telegraph evolutions in inhomogeneous media”, Markov Processes and Related Fields, 5:1 (1999), 53-68
26.
N. Ratanov, “On the invariance principle for the solutions of stochastic wave equation”, Random Oper. Stoch.Equations, 4:3 (1996), 273-282
27.
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
30.
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
31.
N. Ratanov, A. G. Shuhov, Yu. M. Suhov, “Stabilization of the statistical solution of the parabolic equation”, Acta Appl. Math., 22 (1991), 103-115
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
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, “Ob asimptoticheskoi normalnosti statisticheskikh reshenii volnovogo uravneniya”, Differentsialnye uravneniya i ikh primeneniya, Mosk. un–ta, 1984, 153–160
35.
N. E. Ratanov, “Stabilizatsiya statisticheskikh reshenii volnovogo uravneniya”, Differentsialnye uravneniya i ikh primeneniya, Mosk. un–ta, 1984, 95–101
36.
N. E. Ratanov, Vestnik Chelyabinsk. Gos. Univ., 1996, no. 3, 90–98
37.
N. E. Ratanov, Vestnik Chelyabinsk. Gos. Univ., 1991, no. 1, 64–70
Телеграфные модели оценивания опционов N. E. Ratanov Principle Seminar of the Department of Probability Theory, Moscow State University November 16, 2022 16:45