59 citations · 92 across the 11 of their papers we have counts for
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q-fin.MF2014★ 3 cited
Arbitrage theory without a numéraire
Michael R. Tehranchi
This note develops an arbitrage theory for a discrete-time market model without the assumption of the existence of a numéraire asset. Fundamental theorems of asset pricing are stat…
q-fin.PR2014★ 2 cited
Polynomial Term Structure Models
Si Cheng, Michael R. Tehranchi
This article discuss a class of tractable model in the form of polynomial type.