Ashkan Nikeghbali

According to our database, Ashkan Nikeghbali authored at least 4 papers between 2012 and 2013.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2013

A reading guide for last passage times with financial applications in view.

Ashkan Nikeghbali, Eckhard Platen

Finance Stochastics, 2013

2012

Processes of Class Sigma, Last Passage Times, and Drawdowns.

Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen

SIAM J. Financial Math., 2012

Mod-Gaussian convergence and the value distribution of ζ(½ + <i>it</i>) and related quantities.

Emmanuel Kowalski, Ashkan Nikeghbali

J. Lond. Math. Soc., 2012

Default times, no-arbitrage conditions and changes of probability measures.

Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali

Finance Stochastics, 2012