Michael R. Tehranchi

787 total citations
19 papers, 382 citations indexed

About

Michael R. Tehranchi is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Michael R. Tehranchi has authored 19 papers receiving a total of 382 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 7 papers in Economics and Econometrics and 4 papers in Mathematical Physics. Recurrent topics in Michael R. Tehranchi's work include Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (6 papers) and Economic theories and models (6 papers). Michael R. Tehranchi is often cited by papers focused on Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (6 papers) and Economic theories and models (6 papers). Michael R. Tehranchi collaborates with scholars based in United Kingdom, United States and Denmark. Michael R. Tehranchi's co-authors include Alexander Schied, René Carmona, L. C. G. Rogers, Johnathan Ross, Henrik N. Latter, Stephen Satchell and Omri Ross and has published in prestigious journals such as Monthly Notices of the Royal Astronomical Society, Journal of Applied Probability and Stochastic Processes and their Applications.

In The Last Decade

Michael R. Tehranchi

17 papers receiving 342 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Michael R. Tehranchi United Kingdom	11	342	152	75	43	29	19	382
Martin Larsson United States	9	362 1.1×	171 1.1×	45 0.6×	52 1.2×	34 1.2×	39	437
Masaaki Fukasawa Japan	13	477 1.4×	247 1.6×	52 0.7×	53 1.2×	29 1.0×	40	523
Claude Martini France	8	308 0.9×	84 0.6×	129 1.7×	61 1.4×	24 0.8×	29	354
Mathieu Rosenbaum France	10	428 1.3×	216 1.4×	27 0.4×	44 1.0×	31 1.1×	22	462
Stefan Ankirchner Germany	10	297 0.9×	134 0.9×	94 1.3×	75 1.7×	32 1.1×	48	327
Dmitry Davydov United States	4	386 1.1×	115 0.8×	37 0.5×	68 1.6×	39 1.3×	12	435
Miklós Rásonyi Hungary	12	461 1.3×	297 2.0×	126 1.7×	48 1.1×	28 1.0×	66	557
Karsten Prause Germany	4	505 1.5×	263 1.7×	90 1.2×	55 1.3×	23 0.8×	5	573
Emmanuelle Clément France	7	295 0.9×	80 0.5×	46 0.6×	54 1.3×	38 1.3×	18	332
Gordan Žitković United States	13	416 1.2×	308 2.0×	184 2.5×	51 1.2×	28 1.0×	28	470

Countries citing papers authored by Michael R. Tehranchi

Since Specialization

Citations

This map shows the geographic impact of Michael R. Tehranchi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Michael R. Tehranchi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael R. Tehranchi more than expected).

Fields of papers citing papers by Michael R. Tehranchi

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Michael R. Tehranchi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Michael R. Tehranchi. The network helps show where Michael R. Tehranchi may publish in the future.

Co-authorship network of co-authors of Michael R. Tehranchi

This figure shows the co-authorship network connecting the top 25 collaborators of Michael R. Tehranchi. A scholar is included among the top collaborators of Michael R. Tehranchi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Michael R. Tehranchi. Michael R. Tehranchi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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19 of 19 papers shown

Tehranchi, Michael R.. (2019). A Black–Scholes inequality: applications and generalisations. Finance and Stochastics. 24(1). 1–38. 6 indexed citations

Tehranchi, Michael R.. (2017). Inequalities for the Gaussian measure of convex sets. Electronic Communications in Probability. 22(none).

Ross, Johnathan, Henrik N. Latter, & Michael R. Tehranchi. (2017). MRI turbulence and thermal instability in accretion discs. Monthly Notices of the Royal Astronomical Society. 468(2). 2401–2415. 9 indexed citations

Tehranchi, Michael R.. (2017). A Black–Scholes inequality: applications and generalisations. Finance and Stochastics. 24(1). 1–38. 5 indexed citations

Tehranchi, Michael R.. (2016). Uniform Bounds for Black--Scholes Implied Volatility. SIAM Journal on Financial Mathematics. 7(1). 893–916. 13 indexed citations

Ross, Omri, Stephen Satchell, & Michael R. Tehranchi. (2015). An Equilibrium Model of Market Efficiency with Bayesian Learning: Explicit Rates of Convergence to Rational Expectations Equilibrium. SSRN Electronic Journal. 1 indexed citations

Tehranchi, Michael R., et al.. (2015). OPTIMAL INVESTMENT FOR ALL TIME HORIZONS AND MARTIN BOUNDARY OF SPACE‐TIME DIFFUSIONS. Mathematical Finance. 27(2). 438–470. 19 indexed citations

Tehranchi, Michael R.. (2013). On the Uniqueness of Martingales with Certain Prescribed Marginals. Journal of Applied Probability. 50(2). 557–575.

Schied, Alexander, et al.. (2010). Optimal Basket Liquidation for CARA Investors is Deterministic. Applied Mathematical Finance. 17(6). 471–489. 82 indexed citations

10.

Schied, Alexander, et al.. (2010). Optimal Basket Liquidation for CARA Investors is Deterministic. SSRN Electronic Journal. 29 indexed citations

11.

Tehranchi, Michael R.. (2010). Characterizing Attainable Claims: A New Proof. Journal of Applied Probability. 47(4). 1013–1022. 1 indexed citations

12.

Tehranchi, Michael R.. (2009). Asymptotics of Implied Volatility far from Maturity. Journal of Applied Probability. 46(3). 629–650. 3 indexed citations

13.

Tehranchi, Michael R.. (2009). Symmetric martingales and symmetric smiles. Stochastic Processes and their Applications. 119(10). 3785–3797. 17 indexed citations

14.

Tehranchi, Michael R.. (2009). Asymptotics of Implied Volatility far from Maturity. Journal of Applied Probability. 46(3). 629–650. 37 indexed citations

15.

Rogers, L. C. G. & Michael R. Tehranchi. (2008). Can the implied volatility surface move by parallel shifts?. Finance and Stochastics. 14(2). 235–248. 35 indexed citations

16.

Tehranchi, Michael R., et al.. (2006). Optimal portfolio choice in the bond market. Finance and Stochastics. 10(4). 553–573. 13 indexed citations

17.

Carmona, René & Michael R. Tehranchi. (2006). Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. CERN Document Server (European Organization for Nuclear Research). 70 indexed citations

18.

Tehranchi, Michael R.. (2005). A note on invariant measures for HJM models. Finance and Stochastics. 9(3). 389–398. 12 indexed citations

19.

Tehranchi, Michael R.. (2004). Explicit solutions of some utility maximization problems in incomplete markets. Stochastic Processes and their Applications. 114(1). 109–125. 30 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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