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G. (Joe) Campolieti
Pricing Path-Dependent Options on State Dependent Volatility Models with a Bessel Bridge (revised version)
G. Campolieti, R. Makarov
published: 2005 | Research publication | Papers
Pricing Path-Dependent Options on State Dependent Volatility Models with a Bessel Bridge (revised version)
Download: PDF (460k) bridge_v2.pdf
revised Nov 24/10
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