Giuseppe Campolieti

Available identifiers

zbMath Open campolieti.giuseppeMaRDI QIDQ2853374

List of research outcomes

Publication	Date of Publication	Type
Financial Mathematics	2023-02-13	Paper
Financial Mathematics	2020-12-16	Paper
Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts	2017-02-16	Paper
Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models	2016-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q5413230	2014-04-29	Paper
PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS	2013-10-21	Paper
ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS	2013-02-28	Paper
Dual Stochastic Transformations of Solvable Diffusions	2009-07-16	Paper
Path integral pricing of Asian options on state-dependent volatility models	2008-05-15	Paper
PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE	2007-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q3408677	2006-11-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Giuseppe Campolieti