Default times, no-arbitrage conditions and changes of probability measures. - Delia Coculescu; Monique Jeanblanc; Ashkan Nikeghbali (Finance Stochastics, 2012)

Mod-Gaussian convergence and the value distribution of ζ(½ + it) and related quantities. - Emmanuel Kowalski; Ashkan Nikeghbali (J. Lond. Math. Soc., 2012)

Processes of Class Sigma, Last Passage Times, and Drawdowns. - Patrick Cheridito; Ashkan Nikeghbali; Eckhard Platen (SIAM J. Financial Math., 2012)

A reading guide for last passage times with financial applications in view. - Ashkan Nikeghbali; Eckhard Platen (Finance Stochastics, 2013)