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Marco Avellaneda

Professor of Mathematics

    1985 …2019

    Research output per year

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    Research Output

    Preface

    Avellaneda, M., Dupire, B. & Zubelli, J. P., Feb 1 2019, In : International Journal of Theoretical and Applied Finance. 22, 1, 1902001.

    Research output: Contribution to journalEditorial

    Preface: Special Issue on the IMPA Research in Options Meetings, Rio de Janeiro 2006-2017, Part 2

    Avellaneda, M., Dupire, B. & Zubelli, J. P., Sep 1 2018, In : International Journal of Theoretical and Applied Finance. 21, 6, 1802003.

    Research output: Contribution to journalEditorial

    Preface

    Avellaneda, M., Dupire, B. & Zubelli, J. P., May 1 2018, In : International Journal of Theoretical and Applied Finance. 21, 3, 1802002.

    Research output: Contribution to journalEditorial

    Pricing interest rate derivatives under monetary changes

    De Genaro, A. & Avellaneda, M., Sep 1 2018, In : International Journal of Theoretical and Applied Finance. 21, 6, 1850037.

    Research output: Contribution to journalArticle