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M. Tehranchi

13 papers hereh-index 131k citations32 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author6
  • last author7

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • q-fin.MF4
  • q-fin.PR2
  • astro-ph.HE1
  • math.AP1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20042018
most citedA Characterization of Hedging Portfolios for Interest Rate Contingent Claims

59 citations · 92 across the 11 of their papers we have counts for

collaborators
Showing 2017Show all

2 papers · 1 filter

astro-ph.HE2017★ 1 cited

MRI turbulence and thermal instability in accretion disks

Johnathan Ross, Henrik Latter, Michael Tehranchi

A long-standing puzzle in the study of black-hole accretion concerns the presence or not of thermal instability. Classical theory predicts the encircling accretion disk is unstable…

q-fin.PR2017

A Black--Scholes inequality: applications and generalisation

Michael R. Tehranchi

The space of call price functions has a natural noncommutative semigroup structure with an involution. A basic example is the Black--Scholes call price surface, from which an inter…

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