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Quantitative Finance, Volume 1 Issue 3 2001

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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Miscellany
Stochastic volatility and option pricing
D. Gkamas
Pages 292 – 297
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The taming of the skew
A. Smith
Pages 298 – 300
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Datablade slices analysis time
Page 301
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Pricing weather derivatives by marginal value
M. Davis
Pages 305 – 308
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Finance and variational inequalities*
A. Nagurney
Pages 309 – 317
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Feller processes of normal inverse Gaussian type
O. E. Barndorff-Nielsen; S. Z. Levendorskii
Pages 318 – 331
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Effects of regulation on a self-organized market*
G. Cuniberti;  A. Valleriani; J. L. Vega
Pages 332 – 335
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Optimal portfolio selection and compression in an incomplete market
N. Dokuchaev; U. Haussmann
Pages 336 – 345
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A statistical analysis of log-periodic precursors to financial crashes*
J. A. Feigenbaum
Pages 346 – 360
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Designing proxies for stock market indices is computationally hard*
M-Y. Kao; S. R. Tate
Pages 361 – 371
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Non-random topology of stock markets
N. Vandewalle;  F. Brisbois; X. Tordoir
Pages 372 – 374
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