Michael Tehranchi

Finance · 2004–2010

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Michael Tehranchi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thaleia Zariphopoulou
  2. Marek Musiela
  3. Jean-Pierre Fouque 3
  4. Alan L. Lewis
  5. Roger Lee
  6. Peter P. Carr
  7. Martin Keller‐Ressel
  8. Ivar Ekeland
  9. Ioannis Karatzas
  10. Dilip B Madan 5

Who trusts Michael Tehranchi overall

  1. Peter Tankov
  2. Vicky Henderson
  3. Leif B. G. Andersen
  4. David Hobson *
  5. Alexander Lipton
  6. Aleksandar Mijatovic

Papers from Michael Tehranchi's perspective

Ordered by how strongly the researchers Michael Tehranchi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimal consumption from investment and random endowment in incomplete semimartingale markets
  2. An example of indifference prices under exponential preferences (Finance and Stochastics)
  3. Option Valuation under Stochastic Volatility
  4. Derivatives in Financial Markets with Stochastic Volatility
  5. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  6. The Variance Gamma Process and Option Pricing
  7. The Finite Moment Log Stable Process and Option Pricing
  8. MOMENT EXPLOSIONS AND LONG‐TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS
  9. MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
  10. A theory of bond portfolios

Their papers