Michael Tehranchi

Publication Activity (10 Years)

Years Active: 2005-2016
Publications (10 Years): 1

Top Topics

Contingency Tables

Maximum Entropy

Top Venues

J. Appl. Probab.

SIAM J. Financial Math.

Publications

Michael Tehranchi
Uniform Bounds for Black-Scholes Implied Volatility. SIAM J. Financial Math. 7 (1) (2016)
Michael Tehranchi
On the Uniqueness of Martingales with Certain Prescribed Marginals. J. Appl. Probab. 50 (2) (2013)
L. C. G. Rogers, Michael Tehranchi
Can the implied volatility surface move by parallel shifts? Finance Stochastics 14 (2) (2010)
Nathanael Ringer, Michael Tehranchi
Optimal portfolio choice in the bond market. Finance Stochastics 10 (4) (2006)
Michael Tehranchi
A note on invariant measures for HJM models. Finance Stochastics 9 (3) (2005)