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Applied Mathematical Finance, Volume 11 Issue 1 2004

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Paper
Dynamic programming and mean-variance hedging in discrete time
Aleš Černý
Pages 1 – 25
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Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Josep Perelló;  Jaume Masoliver; Jean-Philippe Bouchaud
Pages 27 – 50
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A possible way of estimating options with stable distributed underlying asset prices
C. Tsibiridi; C. Atkinson
Pages 51 – 75
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Hitting time and time change
Victor E. Vaugirard
Pages 77 – 94
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