Giuseppe Campolieti

According to our database, Giuseppe Campolieti authored at least 2 papers between 2005 and 2017.

Collaborative distances:

• Dijkstra number of eight.
• Erdős number of eight.

2017

Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts.

Giuseppe Campolieti, Roman N. Makarov

SIAM J. Financial Math., 2017

2005

Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models.

Giuseppe Campolieti, Roman N. Makarov

Proceedings of the 19th Annual International Symposium on High Performance Computing Systems and Applications (HPCS 2005), 2005