G. Campolieti

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 SIAM Journal on Financial Mathematics	2017-02-16	Paper
Time series analysis and calibration to option data: a study of various asset pricing models Springer Proceedings in Mathematics & Statistics	2016-01-11	Paper
Financial mathematics. A comprehensive treatment	2014-04-29	Paper
Pricing step options under the CEV and other solvable diffusion models International Journal of Theoretical and Applied Finance	2013-10-21	Paper
On properties of analytically solvable families of local volatility diffusion models Mathematical Finance	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 Quantitative Finance	2008-05-15	Paper
PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE International Journal of Theoretical and Applied Finance	2007-06-05	Paper
Advanced derivatives pricing risk management.	2006-11-15	Paper

Research outcomes over time

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