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Minimum-relative-entropy calibration of asset-pricing models
Avellaneda, Marco - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 447-472
Persistent link: https://www.econbiz.de/10001255560
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Pricing Parislan-style options with a lattice method
Avellaneda, Marco; Wu, Lixin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001372086
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All for one ... one for all? : A principal component analysis of Latin American Brady bond debt from 1994 to 2000
Scherer, Kevin Paul; Avellaneda, Marco - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 79-106
Persistent link: https://www.econbiz.de/10001657407
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Credit contagion : pricing cross-country risk in Brady debt markets
Avellaneda, Marco; Wu, Lixin - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 921-938
Persistent link: https://www.econbiz.de/10001632651
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Weighted Monte Carlo : a new technique for calibrating asset-pricing models
Avellaneda, Marco (contributor) - In: International journal of theoretical and applied finance 4 (2001) 1, pp. 91-119
Persistent link: https://www.econbiz.de/10001554218
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A risk-neutral stochastic volatility model
Zhu, Yingzi - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
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Special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 3
Avellaneda, Marco (ed.); Dupire, Bruno (ed.);  … - IMPA Research in Options Meetings <2006-2017, Rio de … - 2019
Persistent link: https://www.econbiz.de/10012012759
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Statistics of VIX futures and applications to trading volatility exchange-traded products
Avellaneda, Marco; Papanicolaou, A. - In: International journal of theoretical and applied finance 22 (2019) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
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Preface: special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 3
Avellaneda, Marco; Dupire, Bruno; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 22 (2019) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10012013094
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Pricing interest rate derivatives under monetary changes
Genaro, Alan de; Avellaneda, Marco - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-28
Persistent link: https://www.econbiz.de/10011926590