( en | de | ru )

 

Disambiguation of "Avellaneda, Marco"

Author of the publication

copydeleteadd this publication to your clipboard
On parabolic equations with gauge function term and applications to the multidimensional Leland equation

, and . Applied Mathematical Finance, 10 (3): 215--228 (2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Johannes Marcour

Monika Marcotty

Hans-Ernst Marcolin

Carlos Javier Marcos Navas

Massimiliano Marcon

 

Other publications of authors with the same name

An E-ARCH model for the term structure of implied volatility of FX options, and . Applied Mathematical Finance, 4 (2): 81--100 (1997)Introduction to the special issue on volatility modelling, and . Quantitative Finance, 2 (1): 6--7 (2002)Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model, and . Applied Mathematical Finance, 3 (1): 21--52 (1996)Frequency-Dependent Acoustics of Composites with Interfaces., , and . SIAM J. Appl. Math., 60 (6): 2143-2181 (2000)Introduction to the Issue on Signal Processing Methods in Finance and Electronic Trading., , , and . J. Sel. Topics Signal Processing, 6 (4): 297 (2012)Forecasting prices from level-I quotes in the presence of hidden liquidity., , and . Algorithmic Finance, 1 (1): 35-43 (2011)Statistical properties of shocks in Burgers turbulence, and . Communications in Mathematical Physics, (1995)A market-induced mechanism for stock pinning, and . Quantitative Finance, 3 (6): 417--425 (2003)High-frequency trading in a limit order book, and . Quantitative Finance, 8 (3): 217--224 (2008)Dynamic hedging portfolios for derivative securities in the presence of large transaction costs, and . Applied Mathematical Finance, 1 (2): 165--194 (1994)