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Ashkan Nikeghbali · Study
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Author
Ashkan Nikeghbali
11 works
· latest 2015
· 3 institutions
cluster: provisional
ORCID 0000-0002-8161-7357
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11
Citations
912
Works here
11
05
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07
12
15
Most cited in this library
Copulas for Finance - A Reading Guide and Some Applications
2007 · 426 citations
Which Copula is the Right One?
2007 · 145 citations
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
2006 · 49 citations
A definition and some characteristic properties of pseudo-stopping times
2005 · 45 citations
A class of remarkable submartingales
2006 · 44 citations
Works
11 shown
Strict local martingales and bubbles
The Annals of Applied Probability
·
2015
·
3 authors
·
Open access
42
citations
Default times, no-arbitrage conditions and changes of probability measures
Finance and Stochastics
·
2012
·
3 authors
·
Open access
34
citations
Processes of Class Sigma, Last Passage Times, and Drawdowns
SIAM Journal on Financial Mathematics
·
2012
·
3 authors
·
Open access
30
citations
Copulas for Finance - A Reading Guide and Some Applications
SSRN Electronic Journal
·
2007
·
5 authors
·
preprint
·
Open access
426
citations
Which Copula is the Right One?
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
145
citations
A Simple Transformation of Copulas
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
35
citations
Copulas: An Open Field for Risk Management
SSRN Electronic Journal
·
2007
·
5 authors
·
preprint
·
Open access
25
citations
A class of remarkable submartingales
Stochastic Processes and their Applications
·
2006
·
1 author
·
Open access
44
citations
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
Illinois Journal of Mathematics
·
2006
·
2 authors
·
Open access
49
citations
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations
Zurich Open Repository and Archive (University of Zurich)
·
2006
·
2 authors
·
Open access
37
citations
A definition and some characteristic properties of pseudo-stopping times
The Annals of Probability
·
2005
·
2 authors
·
Open access
45
citations