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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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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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Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar
Avellaneda, Marco (contributor) - 1999
Persistent link: https://www.econbiz.de/10001700519
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A Bayesian approach for constructing implied volatility surfaces through neural networks
Avellaneda, Marco; Carelli, A.; Stella, F. - In: The journal of computational finance 4 (2000) 1, pp. 83-107
Persistent link: https://www.econbiz.de/10001528165
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco - 2000
Persistent link: https://www.econbiz.de/10001403079
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Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco (contributor) - In: Applied mathematical finance 4 (1997) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
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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
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Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris; Avellaneda, Marco - In: Options - 45 years since the publication of the …, (pp. 257-292). 2023
Persistent link: https://www.econbiz.de/10014366655
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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