In memoriam: Marco Avellaneda (1955–2022).
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- Mathematical Finance, 2023, v. 33, n. 1, p. 3, doi. 10.1111/mafi.12375
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- Article
Works matching IS 09601627 AND DT 2023 AND VI 33 AND IP 1
Results: 9
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Reconstructing volatility: Pricing of index options under rough volatility.
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- Mathematical Finance, 2023, v. 33, n. 1, p. 19, doi. 10.1111/mafi.12374
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- Article
3
Marco Avellaneda: Mathematician and trader.
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- Mathematical Finance, 2023, v. 33, n. 1, p. 16, doi. 10.1111/mafi.12372
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- Article
4
Algorithmic market making in dealer markets with hedging and market impact.
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- Mathematical Finance, 2023, v. 33, n. 1, p. 41, doi. 10.1111/mafi.12367
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- Article
5
Limits of semistatic trading strategies.
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- Mathematical Finance, 2023, v. 33, n. 1, p. 185, doi. 10.1111/mafi.12366
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- Article
6
Deep empirical risk minimization in finance: Looking into the future.
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- Mathematical Finance, 2023, v. 33, n. 1, p. 116, doi. 10.1111/mafi.12365
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- Article
7
Optimal dynamic regulation of carbon emissions market.
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- Mathematical Finance, 2023, v. 33, n. 1, p. 80, doi. 10.1111/mafi.12364
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- Article
8
Neural network approximation for superhedging prices.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 1, p. 146, doi. 10.1111/mafi.12363
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- Publication type:
- Article
9
Issue Information.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 1, p. 1, doi. 10.1111/mafi.12350
- Publication type:
- Article