In memoriam: Marco Avellaneda (1955–2022)
简要回顾了马可·阿韦利亚内达的生平轨迹,并概述了他在金融数学建模领域的主要研究贡献,适合对金融数学发展史感兴趣的读者。
Abstract 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.