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G. (Joe) Campolieti
Bridge Copula Method for Option Pricing under Solvable Diffusion Models
G. Campolieti, R. Makarov
published: 2007 | Research publication | Papers
Bridge Copula Method for Option Pricing under Solvable Diffusion Models
Download: PDF (302k) bridge_copula.pdf
revised Nov 24/10
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