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.
Main Author: | Cont, R |
---|---|
Format: | Journal article |
Language: | English |
Published: |
Wiley
2023
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