Marco Avellaneda: Mathematician and trader

Mathematical FinanceVolume 33, Issue 1 p. 16-18 OBITUARY Marco Avellaneda: Mathematician and trader Jim Gatheral, Corresponding Author Gatheral [email protected] orcid.org/0000-0002-0192-8797 Department of Mathematics, Baruch College, New York, USA Correspondence Mathematics Box B6-230, College One Bernard Way NY 10010, USA. Email: protected]Search for more papers by this author First published: 30 December 2022 https://doi.org/10.1111/mafi.12372Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare text full-text accessPlease review our Terms Conditions Use check box below share version article.I have read accept Wiley Online Library UseShareable LinkUse link a article with your friends colleagues. Learn more.Copy URL Share linkShare onEmailFacebookTwitterLinkedInRedditWechat No abstract is available article. REFERENCES Avellaneda, M., Buff, R., Friedman, C., Grandchamp, N., Kruk, L., & Newman, J. (2001). Weighted Monte Carlo: A new technique calibrating asset-pricing models. International Journal Theoretical Applied Finance, 4(1), 91–119. https://doi.org/10.1142/S0219024901000882 Lee, H. (2010). Statistical arbitrage in US equities market. Quantitative 10(7), 761–782. https://doi.org/10.1080/14697680903124632 Paras, A. (1996). Managing volatility risk portfolios derivative securities: The Lagrangian uncertain model. 3(1), 21–52. https://doi.org/10.1080/13504869600000002 Stoikov, S. (2008). High-frequency trading limit order book. 8(3), 217–224. https://doi.org/10.1080/14697680701381228 Volume33, Issue1January 2023Pages ReferencesRelatedInformation