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Department of Pure Mathematics and Mathematical Statistics

Senior University Lecturer

Research Interests: Stochastic analysis and financial maths

Publications

Arbitrage theory without a numéraire
MR Tehranchi
Implied volatility: long maturity behavior
MR Tehranchi
Spectral term structure models
S Cheng, MR Tehranchi
Calls, zonoids, peacocks and log-concavity
MR Tehranchi
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Room

D1.04

Telephone

01223 764090