Antonio Paras

New York University (NYU) - Courant Institute of Mathematical Sciences

New York University

New York, NY 10012

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Optimal Hedging Portfolios for Derivative Securities in the Presence of Large Transaction Costs

Posted: 10 Sep 1999
Marco Avellaneda and Antonio Paras
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences

Abstract:

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2.

A New Approach for Pricing Derivative Securities in Markets with Uncertain Volatilities: A 'Case Study' on the Trinomial Tree

Posted: 26 Dec 1998
Arnon Levy, Marco Avellaneda and Antonio Paras
affiliation not provided to SSRN, New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences

Abstract:

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3.

Managing the Volatility Risk of Portfolios of Derivative Securities: The Lagrangian Uncertain Volatility Model

Posted: 22 Aug 1998
Marco Avellaneda and Antonio Paras
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences

Abstract:

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