skip to content

Department of Pure Mathematics and Mathematical Statistics

Senior University Lecturer

Research Interests: Stochastic analysis and financial maths

Publications

An optimisation-based representation for reaction-diffusion equations
DP Driver, MR Tehranchi
Spectral term structure models
S Cheng, MR Tehranchi
Calls, zonoids, peacocks and log-concavity
MR Tehranchi
Implied volatility: long maturity behavior
MR Tehranchi
  • <
  • 3 of 3