Documents
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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