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Marco Avellaneda: Tributes from the Quant Community
In remembrance of Marco Avellaneda here we publish tributes from the Quant Community in the order that Wilmott received them.
Uncertain Volatility Model
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Marco Avellaneda 1955 – 2022
“The beautiful French Bourbakian edifice of mathematics is really some re-elaboration of the fact that it’s all about science, it’s all about borrowing from actual observation. Pythagoras’ theorem is from a guy who wanted to […]