Michael R. Tehranchi

Identifiers

• name variant Michael R. Tehranchi 0.60 · backfill

Papers (7)

1. Calls, zonoids, peacocks and log-concavity q-fin.MF · 2016 · author #1
2. Spectral term structure models math.PR · 2016 · author #2
3. Uniform bounds for Black--Scholes implied volatility q-fin.MF · 2015 · author #1
4. Arbitrage theory without a num\'eraire q-fin.MF · 2014 · author #1
5. Polynomial Term Structure Models q-fin.PR · 2014 · author #2
6. Inequalities for the Gaussian measure of convex sets math.PR · 2013 · author #1
7. If $B$ and $f(B)$ are Brownian motions, then $f$ is affine math.PR · 2013 · author #1

Mentions

• 1410.2976 #1 · backfill · confidence 0.70 Michael R. Tehranchi
• 1404.6190 #2 · backfill · confidence 0.70 Michael R. Tehranchi
• 1309.1707 #1 · backfill · confidence 0.70 Michael R. Tehranchi
• 1307.3155 #1 · backfill · confidence 0.70 Michael R. Tehranchi

Frequent Coauthors

• Si Cheng 2 shared papers