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纪念马可·阿韦利亚内达(1955–2022)

In memoriam: Marco Avellaneda (1955–2022)

Mathematical Finance · 2023
被引 1
人大 BABS 3

中文导读

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

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.

金融数学数学建模金融工程