Ramin Okhrati

Identifiers

• name variant Ramin Okhrati 0.60 · backfill

Papers (2)

1. It\^o's formula for finite variation L\'evy processes: The case of non-smooth functions q-fin.MF · 2015 · author #1
2. Hedging of defaultable claims in a structural model using a locally risk-minimizing approach q-fin.MF · 2015 · author #1

Mentions

• 1507.00294 #1 · backfill · confidence 0.70 Ramin Okhrati
• 1505.03501 #1 · backfill · confidence 0.70 Ramin Okhrati

Frequent Coauthors

• Alejandro Balb\'as 1 shared papers
• Jos\'e Garrido 1 shared papers
• Uwe Schmock 1 shared papers