Michael Tehranchi

According to our database1, Michael Tehranchi authored at least 5 papers between 2005 and 2016.

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Bibliography

2016
Uniform Bounds for Black-Scholes Implied Volatility.
SIAM J. Financial Math., 2016

2013
On the Uniqueness of Martingales with Certain Prescribed Marginals.
J. Appl. Probab., 2013

2010
Can the implied volatility surface move by parallel shifts?
Finance Stochastics, 2010

2006
Optimal portfolio choice in the bond market.
Finance Stochastics, 2006

2005
A note on invariant measures for HJM models.
Finance Stochastics, 2005


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