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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
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Special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 2
Avellaneda, Marco (ed.); Dupire, Bruno (ed.);  … - IMPA Research in Options Meetings <2006-2017, Rio de … - 2018
Persistent link: https://www.econbiz.de/10011926604
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Statistics of VIX futures and their applications to trading volatility exchange-traded products
Avellaneda, Marco; Papanicolaou, Andrew - In: The journal of investment strategies 7 (2018) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10011880127
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Special issue on the IMPA research in options meetings, Rio de Janeiro 2006-2017, part 1
Avellaneda, Marco (ed.); Dupire, Bruno (ed.);  … - IMPA Research in Options Meetings <2006-2017, Rio de … - 2018
Persistent link: https://www.econbiz.de/10011894051
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Does the lending rate impact ETF's prices?
Genaro, Alan de; Avellaneda, Marco - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 287-319
Persistent link: https://www.econbiz.de/10012129515
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In memoriam Marco Avellaneda
Dempster, Michael A. H.; Gatheral, Jim - In: Quantitative finance 22 (2022) 10, pp. 1803-1803
Persistent link: https://www.econbiz.de/10013367948
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In memoriam : Marco Avellaneda (1955-2022)
Cont, Rama - In: Mathematical finance : an international journal of … 33 (2023) 1, pp. 3-15
Persistent link: https://www.econbiz.de/10014278655