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Quantitative Finance, Volume 4 Issue 4 2004

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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Research Paper
Adaptive systems for foreign exchange trading
Mark P. Austin;  Graham Bates;  Michael A. H. Dempster;  Vasco Leemans; Stacy N. Williams
Pages 37 – 45
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What really causes large price changes?
J. Doyne Farmer;  László Gillemot;  Fabrizio Lillo;  Szabolcs Mike; Anindya Sen
Pages 383 – 397
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Technical trading and the volatility of exchange rates
Christian Bauer; Bernhard Herz
Pages 399 – 415
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A methodology for index tracking based on time-series clustering
Sergio M. Focardi; Frank J. Fabozzi
Pages 417 – 425
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Non-parametric estimation of historical volatility
John A. Randal;  Peter J. Thomson; Martin T. Lally
Pages 427 – 440
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How trading activity scales with company size in the FTSE 100
Gilles Zumbach
Pages 441 – 456
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Option pricing with Weyl–Titchmarsh theory
Yishen Li; Jin E. Zhang
Pages 457 – 464
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Preposterior analysis for option pricing
Dorje C. Brody;  Ian R. C. Buckley; Bernhard K. Meister
Pages 465 – 477
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Reviews
Monte Carlo methods in finanical engineering
Pages C46 – C47
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Calendar
Calendar
Page C48
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