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Wilfrid Laurier University Leaf
July 26, 2014
 
 
Canadian Excellence

G. (Joe) Campolieti




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email: G. (Joe) Campolieti
phone: 519.884.0710
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Research publication


G. (Joe) Campolieti

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