G. 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. A comprehensive treatment in discrete time. Volume I	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
Financial mathematics. A comprehensive treatment	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
Advanced derivatives pricing risk management.	2006-11-15	Paper

Research outcomes over time

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