The following pages link to Michael R. Tehranchi (Q734665):
Displaying 19 items.
- Symmetric martingales and symmetric smiles (Q734666) (← links)
- (Q881420) (redirect page) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
- Optimisation-based representations for branching processes (Q2042638) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- If \(B\) and \(f(B)\) are Brownian motions, then \(f\) is affine (Q2362675) (← links)
- Inequalities for the Gaussian measure of convex sets (Q2411773) (← links)
- Can the implied volatility surface move by parallel shifts? (Q2430258) (← links)
- Explicit solutions of some utility maximization problems in incomplete markets (Q2485800) (← links)
- A note of invariant measures for HJM models (Q2488486) (← links)
- Interest rate models: an infinite dimensional stochastic analysis perspective (Q2497074) (← links)
- Uniform Bounds for Black--Scholes Implied Volatility (Q2953944) (← links)
- Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877) (← links)
- Characterizing Attainable Claims: A New Proof (Q3067842) (← links)
- Asymptotics of Implied Volatility far from Maturity (Q3182423) (← links)
- POLYNOMIAL TERM STRUCTURE MODELS (Q4994442) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- Optimal investment for all time horizons and Martin boundary of space-time diffusions (Q6243989) (← links)
