XClose

Statistical Science

Home
Menu

Dr Niloufar Abourashchi

PositionTeaching Fellow
Phone (external)+44(0)20 7679 1875
Phone (internal)41875
Email(*)n.abourashchi

* @ucl.ac.uk

Research Interests

Financial mathematics; Coupling and mixing of diffusion processes; Multidimensional degenerate diffusion processes; Mathematical biology.

Selected publications

  • Immunology and mathematics: a joint effort to estimate (murine) thymic selection rates Maria Sawicka, Gretta L. Stritesky, Joseph Reynolds, Niloufar Abourashchi, Grant Lythe, Carmen Molina-Pars, and Kristin A. Hogquist. Journal of Immunology.
  • Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach, European Journal of Finance.
  • On Stochastic Averaging and Mixing, N. Abourashchi, A. Yu. Veretennikov. Journal of Theory of Stochastic Processes 16(32) 2010.