Communications on Pure and Applied MathematicsVolume 65, Issue 7 p. 949-974 Mathematical Models for Stock Pinning near Option Expiration Dates Marco Avellaneda, Marco Avellaneda avellane@cims.nyu.edu Courant Institute, 251 Mercer St., Rm. 530, New York, NY 10012Search for more papers by this authorGennady Kasyan, Gennady Kasyan kasyan@cims.nyu.edu Courant Institute, 251 Mercer St., Rm. 507, New York, NY 10012Search for more papers by this authorMichael D. Lipkin, Michael D. Lipkin mike.katama@gmail.com Katama Trading LLC, 2 Rector St., New York, NY 10006Search for more papers by this author Marco Avellaneda, Marco Avellaneda avellane@cims.nyu.edu Courant Institute, 251 Mercer St., Rm. 530, New York, NY 10012Search for more papers by this authorGennady Kasyan, Gennady Kasyan kasyan@cims.nyu.edu Courant Institute, 251 Mercer St., Rm. 507, New York, NY 10012Search for more papers by this authorMichael D. Lipkin, Michael D. Lipkin mike.katama@gmail.com Katama Trading LLC, 2 Rector St., New York, NY 10006Search for more papers by this author First published: 25 April 2012 https://doi.org/10.1002/cpa.21404Citations: 8AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume65, Issue7Special Issue: First Special Issue Commemorating the 75th Anniversary of the Courant InstituteJuly 2012Pages 949-974 RelatedInformation