Narrow search
Showing 1 - 10 of 284
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi; Avellaneda, Marco - 1999
Persistent link: https://www.econbiz.de/10001491262
Cover Image
Quantitative analysis in financial markets ; [Vol. 1]
Avellaneda, Marco (contributor) - 1999
Persistent link: https://www.econbiz.de/10001459276
Cover Image
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