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December 19, 2014

Canadian Excellence

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G. (Joe) Campolieti

Path Integral Pricing of Asian Options on State Dependent Volatility Models (revised version)


G. Campolieti, R. Makarov

published: 2007 | Research publication | Papers

Path Integral Pricing of Asian Options on State Dependent Volatility Models (revised version)

Download: PDF (421k) asian.pdf

revised Nov 24/10

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