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Wilfrid Laurier University Leaf
October 30, 2014

Canadian Excellence

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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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