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Structural Slippage of Leverag...
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Avellaneda, Marco
77
Zhu, Yingzi
5
Buff, Robert
4
Dupire, Bruno
4
Lipkin, Mike
4
Papanicolaou, Andrew
4
Zubelli, Jorge P.
4
Cont, Rama
3
Paras, Antonio
3
Stoikov, Sasha
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Akansu, Ali
2
Aldridge, Irene
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2
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2
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2
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2
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2
Laurence, Peter
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Wu, Lixin
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Xiong, Anqi
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Busca, Jérôme
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Carelli, A.
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Cherkaev, A.V.
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Dempster, Michael A. H.
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Dobi, Doris
1
Friedman, Craig
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1
Grandechamp, Nicolas
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Healy, Brian
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IMPA Research in Options Meetings <2006-2017, Rio de Janeiro>
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International journal of theoretical and applied finance
12
Applied mathematical finance
8
Applied Mathematical Finance
5
Quantitative Finance
5
Risk : managing risk in the world's financial markets
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
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2
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Quantitative finance
1
The journal of computational finance
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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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
Saved in:
2
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:
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
Managing the volatility risk of portfolios of derivate securities : the Lagrangian uncertain volatility model
Avellaneda, Marco
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10001209610
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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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