Michael Tehranchi

According to our database, Michael Tehranchi authored at least 5 papers between 2005 and 2016.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of five.

2016

Uniform Bounds for Black-Scholes Implied Volatility.

Michael Tehranchi

SIAM J. Financial Math., 2016

2013

On the Uniqueness of Martingales with Certain Prescribed Marginals.

Michael Tehranchi

J. Appl. Probab., 2013

2010

Can the implied volatility surface move by parallel shifts?

L. C. G. Rogers, Michael Tehranchi

Finance Stochastics, 2010

2006

Optimal portfolio choice in the bond market.

Nathanael Ringer, Michael Tehranchi

Finance Stochastics, 2006

2005

A note on invariant measures for HJM models.

Michael Tehranchi

Finance Stochastics, 2005