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Wilfrid Laurier University Leaf
October 1, 2014
 
 
Canadian Excellence

G. (Joe) Campolieti




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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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