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Applied Mathematical Finance

ISSN: 1466-4313 (electronic) 1350-486X (paper)

Publication Frequency: 6 issues per year

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Publisher: Routledge

Original Articles
	Risk Minimization for a Filtering Micromovement Model of Asset Price Kiseop Lee; Yong Zeng First Published on: 23 October 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	Two Useful Techniques for Financial Modelling Problems Paul Doust First Published on: 23 October 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	Real-World Pricing for a Modified Constant Elasticity of Variance Model Shane M. Miller; Eckhard Platen First Published on: 25 September 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber Martin Becker First Published on: 24 September 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	Numerical Methods for Non-Linear Black–Scholes Equations Pascal Heider First Published on: 15 September 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	Mean Variance Hedging in a General Jump Model Michael Kohlmann; Dewen Xiong; Zhongxing Ye First Published on: 11 September 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now
	Short Positions, Rally Fears and Option Markets Ernst Eberlein; Dilip B. Madan First Published on: 04 September 2009 Abstract \| References \| Full Text PDF \| Full Text HTML \| Request Permissions Related Articles	buy now