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Wilfrid Laurier University Faculty of Science
December 21, 2014

Canadian Excellence

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G. (Joe) Campolieti

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Pub.date Title FileType Authors
2008 On Properties of Analytically Solvable Families of Local Volatility Diffusion Models PDFPDF (705k) G. Campolieti, R. Makarov
2008 Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models PDFPDF (183k) G. Campolieti, R. Makarov
2007 Path Integral Pricing of Asian Options on State Dependent Volatility Models (revised version) PDFPDF (421k) G. Campolieti, R. Makarov
2007 Bridge Copula Method for Option Pricing under Solvable Diffusion Models PDFPDF (302k) G. Campolieti, R. Makarov
2005 Pricing Path-Dependent Options on State Dependent Volatility Models with a Bessel Bridge (revised version) PDFPDF (460k) G. Campolieti, R. Makarov
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