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Wilfrid Laurier University Leaf
December 20, 2014

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G. (Joe) Campolieti

On Properties of Analytically Solvable Families of Local Volatility Diffusion Models


G. Campolieti, R. Makarov

published: 2008 | Research publication | Papers

On Properties of Analytically Solvable Families of Local Volatility Diffusion Models

Download: PDF (705k) solvmod.pdf

revised Nov 24/10

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