In memoriam: Marco Avellaneda (1955–2022)-Reference-Cited by-同舟云学术

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In memoriam: Marco Avellaneda (1955–2022)

Published:2023-01 Issue:1 Volume:33 Page:3-15
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Cont Rama¹^ORCID

Affiliation:

1. Mathematical Institute University of Oxford Oxford UK

Abstract

AbstractMarco Avellaneda (1955–2022) was a leading figure in the development of mathematical modeling in finance and its dissemination among market practitioners. We provide a sketch of his trajectory and outline some of his main research contributions to mathematical finance.

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12375

Reference90 articles.

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2. On the existence of eigenvalues of a divergence-form operator A+λB in a gap of σ(A)

3. Reducing variance in the numerical solution of BSDEs

4. A turbulent transport model: Streamline results for a class of random velocity fields in the plane

5. Arnold V. Avellaneda M. &Morel J.‐M.(1998).Trois applications des mathématiques. Société Mathématique de France.

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