Not logged in.
Contributions published at Quantitative Finance (Ashkan Nikeghbali)
| Contribution | |
|---|---|
C. P. Hughes, Ashkan Nikeghbali, The zeros of random polynomials cluster uniformly near the unit circle, Compositio Mathematica, Vol. 144 (3), 2008. (Journal Article) |
|
| Ashkan Nikeghbali, How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times?, Statistics & Probability Letters, Vol. 78 (6), 2008. (Journal Article) |
|
| C. P. Hughes, M. Yor, Ashkan Nikeghbali, An arithmetic model for the total disorder process, Probability Theory and Related Fields, Vol. 141 (1-2), 2008. (Journal Article) |
|
| Paul Bourgade, Ashkan Nikeghbali, Alain Rouault, The characteristic polynomial on compact groups with Haar measure: some equalities in law, Comptes Rendus Mathematique, Vol. 345 (4), 2007. (Journal Article) |
|
| Ashkan Nikeghbali, Non-stopping times and stopping theorems, Stochastic Processes and their Applications, Vol. 117 (4), 2007. (Journal Article) |
|
| Ashkan Nikeghbali, An essay on the general theory of stochastic processes, Probability Surveys, Vol. 3, 2006. (Journal Article) |
|
| Ashkan Nikeghbali, Multiplicative decompositions and frequency of vanishing of nonnegative submartingales, Journal of Theoretical Probability, Vol. 19 (4), 2006. (Journal Article) |
|
| Ashkan Nikeghbali, Enlargements of filtrations and path decompositions at non stopping times, Probability Theory and Related Fields, Vol. 136 (4), 2006. (Journal Article) |
|
| Ashkan Nikeghbali, A class of remarkable submartingales, Stochastic Processes and their Applications, Vol. 116 (6), 2006. (Journal Article) |
|
| Ashkan Nikeghbali, Some random times and martingales associated with BES0(δ) processes (0<δ<2), ALEA: Latin American Journal of Probability and Mathematical Statistics, Vol. 2, 2006. (Journal Article) |
|
| Ashkan Nikeghbali, Marc Yor, Doob's maximal identity, multiplicative decompositions and enlargements of filtrations, Illinois Journal of Mathematics, Vol. 50 (1-4), 2006. (Journal Article) |
|
| Ashkan Nikeghbali, Marc Yor, A definition and some characteristic properties of pseudo-stopping times, Annals of Probability, Vol. 33 (5), 2005. (Journal Article) |