Publications in area "Computational Finance"

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Title	Published	SHARCNET Authors	Area
1. Bridge Copula Model for Multi-Asset Pricing	2009	Campolieti G., Makarov R., and Vasiliev A.	Computational Finance
2. Path integral pricing of Asian options on state dependent volatility models	2008	G. Campolieti and R. Makarov	Computational Finance
3. Stochastic algorithms with Hermite cubic spline interpolation for global estimation of solutions of boundary value problems	2008	Makarov, R.N. and Shkarupa, E.V.	Computational Finance
4. Pricing path-dependent options on state dependent volatility models with a Bessel bridge	2007	G. Campolieti and R. Makarov	Computational Finance
5. On properties of analytically solvable families of local volatility diffusion models	2006	G. Campolieti and R. Makarov	Computational Finance
6. Parallel lattice implementation for option pricing under mixed state-dependent volatility models	2005	G. Campolieti and R. Makarov	Computational Finance

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