Statistics
Publications
54
Citations
4.4K
H-Index
34
Active since
1987
Marco Avellaneda is an author at Courant Institute of Mathematical Sciences specializing in business, natural sciences, and financial economics.
Publications per year
1987–2019
54
54
High-frequency trading in a limit order book
Marco Avellaneda, Sasha Stoikov · Quantitative Finance · 2008 · 498 citations
Statistical arbitrage in the US equities market
Marco Avellaneda, Jeong-Hyun Lee · Quantitative Finance · 2010 · 337 citations
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