i cant find the first article , can someone help me?what i want to do ultimately is to perform a stochastic interpolation from semi-annual data to monthly data, for which the semi-annual model is e.g. a simple mean reverting model, or a log mean reverting model.

which results on conditional normal distribution do i need to calculate the distribution of E[S_t|S_T=s]?

What about the conditional distribution in case W_t is a mean reverting process? or a geometric brownian motion?can that be derived?

<t>can anyone help me in implementing a mean reverting and geometric brownian bridge?the only thing i can find is the standard brownian motion case of a wiener process, which is easy.but let';s say we have a vasicek model and we want to interpolate between two known points , say r_s and r_u , we wan...

if anyone has the articles i would like to receive it on arigatoh@hotmail.comthanks.

<r>i'm a quant finance student and am currently doing research on CPPI, i have some questions about CPPI:why is everyone talking about CPPI as if it is a traded asset on itself? isnt it just a strategy?are there any suggestions to do research about CPPI? In Black & Perold(1992), the authors sugg...

pls send to arigatoh@hotmail.comthanks.