In memoriam: Marco Avellaneda (1955-2022)

Marco 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.

Bibliographic Details
Main Author: Cont, R
Format: Journal article
Language:English
Published: Wiley 2023