N. Ratanov, “Jump telegraph processes and a volatility smile”, Math. Meth. Econ. Fin., 3 (2008), 93-111
7.
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
12.
N.Ratanov, “Telegraph models of financial markets”, Rev. Colombiana de Matem., 41 (2007), 247-252
13.
N. Ratanov, “An option pricing model based on jump telegraph processes”, Proc. Appl. Math. Mech., 7:1 (2007), 2080009-2080010
14.
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. Ratanov, “Telegraph evolutions in inhomogeneous media”, Markov Processes and Related Fields, 5:1 (1999), 53-68
20.
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
21.
N. Ratanov, “On the invariance principle for the solutions of stochastic wave equation”, Random Oper. Stoch.Equations, 4:3 (1996), 273-282
22.
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
25.
N. E. Ratanov, Vestnik Chelyabinsk. Gos. Univ., 1996, no. 3, 90–98
26.
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
27.
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
28.
N. Ratanov, A. G. Shuhov, Yu. M. Suhov, “Stabilization of the statistical solution of the parabolic equation”, Acta Appl. Math., 22 (1991), 103-115
29.
N. E. Ratanov, Vestnik Chelyabinsk. Gos. Univ., 1991, no. 1, 64–70
30.
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
31.
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))
32.
N. E. Ratanov, “Asymptotic normality of statistical solutions of the wave equation”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1985, no. 4, 73–75
33.
N. E. Ratanov, “Stabilization of statistical solutions of second-order hyperbolic equations”, Russian Math. Surveys, 39:1 (1984), 179–180
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
Books
36.
N.Ratanov, Modelos estocásticos de mercados financieros, Universidad del Rosario, 2009 , 148 pp.
37.
N. E. Ratanov, Strategii khedzhirovaniya. Printsipy matematicheskogo modelirovaniya, Chelyabinskii universitet, 2001 , 187 pp.
Телеграфные модели оценивания опционов N. E. Ratanov Principle Seminar of the Department of Probability Theory, Moscow State University November 16, 2022 16:45