Ashkan Nikeghbali

Publication Activity (10 Years)

Years Active: 2012-2013
Publications (10 Years): 0

Top Topics

Probability Measures

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Ashkan Nikeghbali, Eckhard Platen
A reading guide for last passage times with financial applications in view. Finance Stochastics 17 (3) (2013)
Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali
Default times, no-arbitrage conditions and changes of probability measures. Finance Stochastics 16 (3) (2012)
Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen
Processes of Class Sigma, Last Passage Times, and Drawdowns. SIAM J. Financial Math. 3 (1) (2012)