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Optionspreistheorie
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Avellaneda, Marco
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International journal of theoretical and applied finance
4
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2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of computational finance
1
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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
Saved in:
2
Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco
-
2000
Persistent link: https://www.econbiz.de/10001403079
Saved in:
3
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
Saved in:
4
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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5
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
Saved in:
6
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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7
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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8
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
Saved in:
9
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
Saved in:
10
Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco
-
2000
Persistent link: https://www.econbiz.de/10004551133
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