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Prof. Dr. Ashkan Nikeghbali - Publications

Professor of Quantitative Finance

@ilabhgekin.nakhsabf.uzh.ch
PLD-E 03, Plattenstr. 32, 8032 Zürich
+41 44 634 51 66
vCard Teaching Publications Supervised theses

Journal Articles (2)

Default times, no-arbitrage conditions and changes of probability measures
Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali
In: Finance and Stochastics, Vol. 16 (No. 3), p. 513-535, July 2012.


Hazard Processes and Martingale Hazard Processes
Delia Coculescu, Ashkan Nikeghbali
In: Mathematical Finance, Vol. 22 (No. 3), p. 519-537, 2012.


Book Chapters (1)

Filtrations
Delia Coculescu, Ashkan Nikeghbali
Editor(s): Rama Cont
In: Encyclopedia of Quantitative Finance, Wiley & Sons, Chichester, UK, p. 1-5, 2010.