纪念：Marco Avellaneda（1955–2022）

IF 1.6 3区经济学 Q3 BUSINESS, FINANCE

Mathematical Finance Pub Date : 2023-01-10 DOI:10.1111/mafi.12375

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引用次数: 0

摘要

Marco Avellaneda(1955-2022)是金融数学建模发展及其在市场从业者中传播的领军人物。我们提供了他的轨迹草图，并概述了他对数学金融的一些主要研究贡献。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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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.

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来源期刊

Mathematical Finance 数学-数学跨学科应用

CiteScore

4.10

自引率

6.20%

发文量

审稿时长

>12 weeks

期刊介绍： Mathematical Finance seeks to publish original research articles focused on the development and application of novel mathematical and statistical methods for the analysis of financial problems. The journal welcomes contributions on new statistical methods for the analysis of financial problems. Empirical results will be appropriate to the extent that they illustrate a statistical technique, validate a model or provide insight into a financial problem. Papers whose main contribution rests on empirical results derived with standard approaches will not be considered.