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Contributions published at Quantitative Finance (Ashkan Nikeghbali)
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Ashkan Nikeghbali, Dirk Zeindler, The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles, Annales de l'I.H.P. Probabilités et statistiques, Vol. 49 (4), 2013. (Journal Article) |
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| Paul Bourgade, Joseph Najnudel, Ashkan Nikeghbali, A unitary extension of virtual permutations, International Mathematics Research Notices (18), 2013. (Journal Article) |
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| Christopher Hughes, Joseph Najnudel, Ashkan Nikeghbali, Dirk Zeindler, Random permutation matrices under the generalized Ewens measure, Annals of Applied Probability, Vol. 23 (3), 2013. (Journal Article) |
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| Ashkan Nikeghbali, Eckhard Platen, A reading guide for last passage times with financial applications in view, Finance and Stochastics, Vol. 17 (3), 2013. (Journal Article) |
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| E. Kowalski, Ashkan Nikeghbali, Mod-Gaussian convergence and the value distribution of ζ(½ + it) and related quantities, Journal of the London Mathematical Society, Vol. 86 (1), 2012. (Journal Article) |
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| Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen, Processes of Class Sigma, Last Passage Times, and Drawdowns, SIAM Journal on Financial Mathematics, Vol. 3 (1), 2012. (Journal Article) |
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| Kenneth Maples, Ashkan Nikeghbali, Dirk Zeindler, On the number of cycles in a random permutation, Electronic Communications in Probability, Vol. 17 (20), 2012. (Journal Article) |
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| Joseph Najnudel, Ashkan Nikeghbali, On some universal σ-finite measures related to a remarkable class of submartingales, Stochastic Processes and their Applications, Vol. 122 (4), 2012. (Journal Article) |
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| Joseph Najnudel, Ashkan Nikeghbali, On some properties of universal sigma-finite measures associated with a remarkable class of submartingales, Publications of the Research Institute for Mathematical Sciences, Vol. 47 (4), 2011. (Journal Article) |
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| Jean Jacod, Emmanuel Kowalski, Ashkan Nikeghbali, Mod-Gaussian convergence: new limit theorems in probability and number theory, Forum Mathematicum, Vol. 23 (4), 2011. (Journal Article) |
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| Joseph Najnudel, Ashkan Nikeghbali, A new kind of augmentation of filtrations, ESAIM: Probability and Statistics, Vol. 15, 2011. (Journal Article) |
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| Paul Bourgade, Ashkan Nikeghbali, Alain Rouault, Ewens measures on compact groups and hypergeometric kernels, Séminaire de Probabilités, Vol. 43, 2011. (Journal Article) |
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| Joseph Najnudel, Ashkan Nikeghbali, A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems, In: Contemporary Quantitative Finance, Springer, Berlin, p. 77 - 97, 2010. (Book Chapter) |
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| Emmanuel Kowalski, Ashkan Nikeghbali, Mod-Poisson convergence in probability and number theory, International Mathematics Research Notices (18), 2010. (Journal Article) |
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| Joseph Najnudel, Ashkan Nikeghbali, A new construction of the $\sigma$-finite measures associated with submartingales of class $(\Sigma)$, Comptes Rendus Mathematique, Vol. 348 (5-6), 2010. (Journal Article) |
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 Delia Coculescu, Ashkan Nikeghbali, Filtrations, In: Encyclopedia of Quantitative Finance, Wiley & Sons, Chichester, UK, p. 1 - 5, 2010. (Book Chapter) |
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| Joseph Najnudel, Ashkan Nikeghbali, Felix Rubin, Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble, Journal of Statistical Physics, Vol. 137 (2), 2009. (Journal Article) |
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| Paul Bourgade, Ashkan Nikeghbali, Alain Rouault, Circular Jacobi ensembles and deformed Verblunsky coefficients, International Mathematics Research Notices (23), 2009. (Journal Article) |
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| Ashkan Nikeghbali, Marc Yor, The barnes G function and its relations with sums and products of generalized gamma convolution variables, Electronic Communications in Probability, Vol. 14, 2009. (Journal Article) |
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| P. Bourgade, C. P. Hughes, M. Yor, Ashkan Nikeghbali, The characteristic polynomial of a random unitary matrix: a probabilistic approach, Duke Mathematical Journal, Vol. 145 (1), 2008. (Journal Article) |