4. Economy
  5. Quantitative Finance
  6. Trading and Market Microstructure

Nikita Ratanov

Economy – Quantitative Finance – Trading and Market Microstructure

Scientist

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Scientist

Occupation time distributions for the telegraph process

Mathematics – Probability
Scientific paper

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On Financial Markets Based on Telegraph Processes

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Option Pricing Model Based on a Markov-modulated Diffusion with Jumps

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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