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Quantitative Finance, Volume 6 Issue 5 2006

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
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Original Articles
Derman and Taleb's ‘The illusions of dynamic replication’: a comment
Doriana Ruffino; Jonathan Treussard
Pages 365 – 367
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There's more to volatility than volume
László Gillemot;  J. Doyne Farmer; Fabrizio Lillo
Pages 371 – 384
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A multivariate jump-driven financial asset model
Elisa Luciano; Wim Schoutens
Pages 385 – 402
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Drawdowns preceding rallies in the Brownian motion model
Olympia Hadjiliadis; Jan Ve�e�
Pages 403 – 409
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Do emerging markets with consistent returns have better future performance?
Boyce D. Watkins
Pages 411 – 422
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Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
Jaume Masoliver; Josep Perelló
Pages 423 – 433
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Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs
Valeri I. zakamouline
Pages 435 – 445
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Errata
The value of the ‘swap’ feature in equity default swaps
Page 447
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