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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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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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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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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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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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E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi; Avellaneda, Marco - 1999
Persistent link: https://www.econbiz.de/10001491262
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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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On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Kampen, Jörg; Avellaneda, Marco - In: Applied mathematical finance 10 (2003) 3, pp. 215-228
Persistent link: https://www.econbiz.de/10001841294
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Quantitative analysis in financial markets ; [Vol. 1]
Avellaneda, Marco (contributor) - 1999
Persistent link: https://www.econbiz.de/10001459276
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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