| Copulas for finance-a reading guide and some applications E Bouyé, V Durrleman, A Nikeghbali, G Riboulet, T Roncalli Available at SSRN 1032533, 2000 | 724 | 2000 |
| Which copula is the right one? V Durrleman, A Nikeghbali, T Roncalli Available at SSRN 1032545, 2000 | 317 | 2000 |
| An essay on the general theory of stochastic processes A Nikeghbali | 128 | 2006 |
| The zeros of random polynomials cluster uniformly near the unit circle CP Hughes, A Nikeghbali Compositio Mathematica 144 (3), 734-746, 2008 | 121 | 2008 |
| Mod-f Convergence Normality Zones and Precise Deviations V Féray, PL Méliot, A Nikeghbali OF THE EUROPEAN MATHEMATICAL SOCIETY, 51, 2018 | 99* | 2018 |
| A definition and some characteristic properties of pseudo-stopping times A Nikeghbali, M Yor | 94 | 2005 |
| Doob's maximal identity, multiplicative decompositions and enlargements of filtrations A Nikeghbali, M Yor Illinois Journal of Mathematics 50 (1-4), 791-814, 2006 | 85 | 2006 |
| Mod-Gaussian convergence: new limit theorems in probability and number theory J Jacod, E Kowalski, A Nikeghbali Walter de Gruyter GmbH & Co. KG 23 (4), 835-873, 2011 | 80 | 2011 |
| The characteristic polynomial of a random unitary matrix: a probabilistic approach P Bourgade, CP Hughes, A Nikeghbali, M Yor | 68 | 2008 |
| Default times, no-arbitrage conditions and changes of probability measures D Coculescu, M Jeanblanc, A Nikeghbali Finance and Stochastics 16, 513-535, 2012 | 65 | 2012 |
| Copulas: an open field for risk management E Bouyé, V Durrleman, A Nikeghbali, G Riboulet, T Roncalli Warwick Business School Financial Econometrics Research Centre 2001 (1), 2001 | 65 | 2001 |
| Mod-Poisson convergence in probability and number theory E Kowalski, A Nikeghbali International Mathematics Research Notices 2010 (18), 3549-3587, 2010 | 64 | 2010 |
| Mod-Gaussian convergence and the value distribution of ζ(½ + it) and related quantities E Kowalski, A Nikeghbali Journal of the London Mathematical Society 86 (1), 291-319, 2012 | 62 | 2012 |
| A simple transformation of copulas V Durrleman, A Nikeghbali, T Roncalli Available at SSRN 1032543, 2000 | 57 | 2000 |
| Circular Jacobi ensembles and deformed Verblunsky coefficients P Bourgade, A Nikeghbali, A Rouault International Mathematics Research Notices 2009 (23), 4357-4394, 2009 | 53 | 2009 |
| Strict local martingales and bubbles C Kardaras, D Kreher, A Nikeghbali | 51 | 2015 |
| Mod-φ Convergence F Delbaen, E Kowalski, A Nikeghbali International Mathematics Research Notices 2015 (11), 3445-3485, 2015 | 51 | 2015 |
| A class of remarkable submartingales A Nikeghbali Stochastic Processes and their Applications 116 (6), 917-938, 2006 | 49 | 2006 |
| Copulas for finance E Bouye, V Durlleman, A Nikeghbali, G Riboulet, T Roncalli | 49 | 2000 |
| Hazard processes and martingale hazard processes D Coculescu, A Nikeghbali Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 45 | 2012 |
