Bridge Copula Model for Option Pricing
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References listed on IDEAS
- Giuseppe Campolieti & Roman Makarov, 2008. "Path integral pricing of Asian options on state-dependent volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 147-161.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-01 (All new papers)
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