◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

A. Nikeghbali

18 papers hereh-index 262.6k citations112 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author7
  • first author4
  • middle author4
  • last author3

Across the 18 of 18 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20042009
most citedDefault times, non arbitrage conditions and change of probability measures

15 citations · 26 across the 12 of their papers we have counts for

collaborators
Showing 2004 · math.PRShow all

1 paper · 2 filters

math.PR2004

A definition and some characteristic properties of pseudo-stopping times

Ashkan Nikeghbali, Marc Yor

Recently, D. Williams \cite{williams} gave an explicit example of a random time ρ associated with Brownian motion such that ρ is not a stopping time but $\mathbb{E}M_ρ=\mathbb{…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.