The following pages link to Giuseppe Campolieti (Q2853374):
Displayed 11 items.
- PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376) (← links)
- Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
- (Q3408677) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models (Q3459711) (← links)
- Path integral pricing of Asian options on state-dependent volatility models (Q3498562) (← links)
- ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524) (← links)
- Financial Mathematics (Q5140569) (← links)
- (Q5413230) (← links)
- Financial Mathematics (Q5877482) (← links)
- Dual Stochastic Transformations of Solvable Diffusions (Q6214748) (← links)