Concepedia

Ashkan Nikeghbali

AN

39

Publications

1.7K

Citations

22

H-Index

2000

Active since

Affiliations

University of Zurich(Current)

Université d'Évry Val-d'Essonne

Sorbonne Université

Centre de Mathématiques Appliquées de l'École polytechnique

Ashkan Nikeghbali is an author at University of Zurich specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusStochastic ProcessesStatisticsEntropyFunctional AnalysisStochastic AnalysisMathematical ProgrammingCopulas

Publications per year

2000–2016

39

Publications

39

Copulas for Finance - A Reading Guide and Some Applications

Éric Bouyé, Valdo Durrleman, Ashkan Nikeghbali et al. · SSRN Electronic Journal · 2000 · 434 citations · Full text

Which Copula is the Right One?

Valdo Durrleman, Ashkan Nikeghbali, Thierry Roncalli · SSRN Electronic Journal · 2000 · 146 citations · Full text

An essay on the general theory of stochastic processes

Ashkan Nikeghbali · Probability Surveys · 2006 · 92 citations · Full text

Engineering, French Probability School, Random Times +12

The zeros of random polynomials cluster uniformly near the unit circle

C. P. Hughes, Ashkan Nikeghbali · Zurich Open Repository and Archive (University of Zurich) · 2008 · 80 citations

Unit Circle, Random Polynomials, Engineering +9

Mod-Gaussian convergence: new limit theorems in probability and number theory

Jean Jacod, Emmanuel Kowalski, Ashkan Nikeghbali · Forum Mathematicum · 2010 · 60 citations

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