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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
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Search: person:"Avellaneda, Marco"
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Option pricing theory
5
Optionspreistheorie
5
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5
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5
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3
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3
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2
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2
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Avellaneda, Marco
13
Dupire, Bruno
4
Zubelli, Jorge P.
4
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2
Dobi, Doris
1
Genaro, Alan de
1
Papanicolaou, A.
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Zhu, Yingzi
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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
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
Applied mathematical finance
8
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6
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5
Risk : managing risk in the world's financial markets
3
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ECONIS (ZBW)
13
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1
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
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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:
1
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