A note on invariant measures for HJM models. - Michael Tehranchi (Finance Stochastics, 2005)

Optimal portfolio choice in the bond market. - Nathanael Ringer; Michael Tehranchi (Finance Stochastics, 2006)

Can the implied volatility surface move by parallel shifts? - L. C. G. Rogers; Michael Tehranchi (Finance Stochastics, 2010)

On the Uniqueness of Martingales with Certain Prescribed Marginals. - Michael Tehranchi (J. Appl. Probab., 2013)

Uniform Bounds for Black-Scholes Implied Volatility. - Michael Tehranchi (SIAM J. Financial Math., 2016)