Marco Avellaneda

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Na základe mandátov na financovanie

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Fanghua LinProfessor of Mathematics, Courant Institute, New York UniversityOverená e-mailová adresa na: nyu.edu
Sasha StoikovSenior Research Associate, Cornell UniversityOverená e-mailová adresa na: cornell.edu
Graeme MiltonProfessor of Mathematics, The University of UtahOverená e-mailová adresa na: math.utah.edu
Mike Lipkinkatama trading, nyu tandonOverená e-mailová adresa na: nyu.edu
Salvatore TorquatoLewis Bernard Professor of Natural Sciences, Department of Chemistry, Physics and Materials ScienceOverená e-mailová adresa na: princeton.edu
Peter LaurenceProfessor of Applied Mathematics, Universita di Roma 1 and Courant Institute, NYUOverená e-mailová adresa na: courant.nyu.edu
Geoff DavisGoogleOverená e-mailová adresa na: geoffdavis.net
Stephane MallatProfesseur de Mathématiques Appliquées et Informatique, École Normale SupérieureOverená e-mailová adresa na: ens.fr
Andrej CherkaevProfessor of Mathematics, University of UtahOverená e-mailová adresa na: math.utah.edu
Richard HolmesLos Alamos National LaboratoryOverená e-mailová adresa na: lanl.gov
Ali N. AkansuProfessor of Electrical & Computer Engineering, NJIT, Newark NJ, USAOverená e-mailová adresa na: njit.edu
Rama CONTUniversity of Oxford. 牛津大学数学系 دانشگاه آکسفورد ऑक्सफ़ोर्डOverená e-mailová adresa na: math.cnrs.fr
Pieter J. SwartLos Alamos National LaboratoryOverená e-mailová adresa na: lanl.gov
KA LurieProfessor of Mathematical Sciences, Worcester Polytechnic InstituteOverená e-mailová adresa na: wpi.edu
Peter K. FrizProfessor of Mathematics, TU and WIAS BerlinOverená e-mailová adresa na: math.tu-berlin.de
Leonid GibianskyQuantPharm, LLCOverená e-mailová adresa na: quantpharm.com
Robert LiptonLouisiana State UniversityOverená e-mailová adresa na: lsu.edu
percy deiftnyuOverená e-mailová adresa na: cims.nyu.edu
Yue Kuen KwokHong Kong University of Science and TechnologyOverená e-mailová adresa na: ust.hk

Sledovať

Marco Avellaneda

New York University

Overená e-mailová adresa na: cims.nyu.edu - Domovská stránka


Názov Zoradiť podľa citácií Zoradiť podľa roka Zoradiť podľa názvu	Citované v Citované v	Rok
Adaptive greedy approximations G Davis, S Mallat, M Avellaneda Constructive approximation 13, 57-98, 1997	1368	1997
Mathematics of financial markets RJ Elliott, PE Kopp Springer Science & Business Media, 2005	904	2005
Pricing and hedging derivative securities in markets with uncertain volatilities M Avellaneda, A Levy∗, A Parás Applied Mathematical Finance 2 (2), 73-88, 1995	899	1995
High-frequency trading in a limit order book M Avellaneda, S Stoikov Quantitative Finance 8 (3), 217-224, 2008	627	2008
Statistical arbitrage in the US equities market M Avellaneda, JH Lee Quantitative Finance 10 (7), 761-782, 2010	484	2010
Magnetoelectric effect in piezoelectric/magnetostrictive multilayer (2-2) composites M Avellaneda, G Harshé Journal of Intelligent Material Systems and Structures 5 (4), 501-513, 1994	468	1994
Compactness methods in the theory of homogenization M Avellaneda, FH Lin Communications on Pure and Applied Mathematics 40 (6), 803-847, 1987	431	1987
Calibrating volatility surfaces via relative-entropy minimization M Avellaneda, C Friedman, R Holmes, D Samperi Applied Mathematical Finance 4 (1), 37-64, 1997	418	1997
Rigorous link between fluid permeability, electrical conductivity, and relaxation times for transport in porous media M Avellaneda, S Torquato Physics of Fluids A: Fluid Dynamics 3 (11), 2529-2540, 1991	275	1991
Mathematical models with exact renormalization for turbulent transport M Avellaneda, AJ Majda Communications in mathematical physics 131 (2), 381-429, 1990	265	1990
Path-dependence of leveraged ETF returns M Avellaneda, S Zhang SIAM Journal on Financial Mathematics 1 (1), 586-603, 2010	252	2010
Optimal bounds and microgeometries for elastic two-phase composites M Avellaneda SIAM Journal on Applied Mathematics 47 (6), 1216-1228, 1987	240	1987
Minimum-relative-entropy calibration of asset-pricing models M Avellaneda International Journal of theoretical and applied finance 1 (04), 447-472, 1998	219	1998
Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model M Avellaneda, A Paras Applied Mathematical Finance 3 (1), 21-52, 1996	205	1996
Quantitative modeling of derivative securities: from theory to practice P Laurence Routledge, 2017	202	2017
An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows M Avellaneda, AJ Majda Communications in Mathematical Physics 138 (2), 339-391, 1991	187	1991
Iterated homogenization, differential effective medium theory and applications M Avellaneda Communications on Pure and Applied Mathematics 40 (5), 527-554, 1987	185	1987
L^p bounds on singular integrals in homogenization M Avellaneda, FH Lin Communications on pure and applied mathematics 44 (8‐9), 897-910, 1991	166	1991
Weighted Monte Carlo: a new technique for calibrating asset-pricing models M Avellaneda, R Buff, C Friedman, N Grandechamp, L Kruk, J Newman International Journal of Theoretical and Applied Finance 4 (01), 91-119, 2001	154	2001
Calculating the performance of 1–3 piezoelectric composites for hydrophone applications: an effective medium approach M Avellaneda, PJ Swart The Journal of the Acoustical Society of America 103 (3), 1449-1467, 1998	148	1998

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