The following pages link to Marco Avellaneda (Q808952):
Displaying 50 items.
- (Q242740) (redirect page) (← links)
- An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows (Q808953) (← links)
- Mathematical models with exact renormalization for turbulent transport (Q916505) (← links)
- Homogenization of elliptic problems with \(L^p\) boundary data (Q1102444) (← links)
- Counterexamples related to high-frequency oscillation of Poisson's kernel (Q1113362) (← links)
- The minimum-entropy algorithm and related methods for calibrating asset-pricing models (Q1126850) (← links)
- Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effect (Q1193114) (← links)
- The one-point statistics of viscous Burgers turbulence initialized with Gaussian data (Q1284082) (← links)
- Superdiffusion in nearly stratified flows (Q1379358) (← links)
- Homogenization of Poisson's kernel and applications to boundary control (Q1821943) (← links)
- Application of large deviation methods to the pricing of index options in finance. (Q1871480) (← links)
- Statistical properties of shocks in Burgers turbulence. II: Tail probabilities for velocities, shock-strengths and rarefaction intervals (Q1894853) (← links)
- Statistical properties of shocks in Burgers turbulence (Q1912590) (← links)
- Scalar transport in compressible flow (Q1963291) (← links)
- Reducing variance in the numerical solution of BSDEs (Q2376608) (← links)
- Trapping, percolation, and anomalous diffusion of particles in a two-dimensional random field (Q2499898) (← links)
- Minimum-Relative-Entropy Calibration of Asset-Pricing Models (Q2703108) (← links)
- (Q2703781) (← links)
- (Q2725583) (← links)
- (Q2752899) (← links)
- (Q2782351) (← links)
- Statistical arbitrage in the US equities market (Q2786280) (← links)
- Mathematical Models for Stock Pinning near Option Expiration Dates (Q2892965) (← links)
- (Q2919951) (← links)
- ALL FOR ONE … ONE FOR ALL? A PRINCIPAL COMPONENT ANALYSIS OF LATIN AMERICAN BRADY BOND DEBT FROM 1994 TO 2000 (Q3022034) (← links)
- (Q3032659) (← links)
- STATISTICS OF VIX FUTURES AND APPLICATIONS TO TRADING VOLATILITY EXCHANGE-TRADED PRODUCTS (Q3121229) (← links)
- (Q3365324) (← links)
- Optimal Bounds on the Effective Bulk Modulus of Polycrystals (Q3481314) (← links)
- (Q3484408) (← links)
- Effective conductivity and average polarizability of random polycrystals (Q3491094) (← links)
- High-frequency trading in a limit order book (Q3502183) (← links)
- PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD (Q3523509) (← links)
- WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (Q3523563) (← links)
- CREDIT CONTAGION: PRICING CROSS-COUNTRY RISK IN BRADY DEBT MARKETS (Q3523607) (← links)
- Path-Dependence of Leveraged ETF Returns (Q3580039) (← links)
- Iterated homogenization, differential effective medium theory and applications (Q3766915) (← links)
- Compactness methods in the theory of homogenization (Q3769278) (← links)
- Optimal Bounds and Microgeometries for Elastic Two-Phase Composites (Q3770099) (← links)
- Compactness methods in the theory of homogenization II: Equations in non-divergence form (Q3788371) (← links)
- (Q3791541) (← links)
- (Q3974081) (← links)
- (Q3975871) (← links)
- On Woltjer’s variational principle for force-free fields (Q3981687) (← links)
- Finite difference approximations for partial differential equations with rapidly oscillating coefficients (Q3984729) (← links)
- Enhanced diffusivity and intercell transition layers in 2-D models of passive advection (Q3987412) (← links)
- Approximate and exact renormalization theories for a model for turbulent transport (Q3991184) (← links)
- <i>L</i><sup><i>p</i></sup> bounds on singular integrals in homogenization (Q4005700) (← links)
- (Q4017215) (← links)
- A Risk-Neutral Stochastic Volatility Model (Q4216116) (← links)
