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Quantitative Finance, Volume 4 Issue 6 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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Feature
Robust tests of the random walk hypothesis
Erhard Reschenhofer
Pages 57 – 60
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Commentary
Quantum games in finance
Edward W. Piotrowski; Jan Sładkowski
Pages 61 – 67
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Calendar
Calendar
Page 68
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Research Paper
Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods
Brendan O. Bradley; Murad S. Taqqu
Pages 619 – 636
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Bivariate normal mixture spread option valuation
Carol Alexander; Andrew Scourse
Pages 637 – 648
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Rank reduction of correlation matrices by majorization
Raoul Pietersz; Patrick J. F. Groenen
Pages 649 – 662
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Pricing equity options everywhere
S. Dyrting
Pages 663 – 676
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Network topology of the interbank market
Michael Boss;  Helmut Elsinger;  Martin Summer; Stefan Thurner
Pages 677 – 684
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Application of the heston and hull–white models to german dax data
Ralf Remer; Reinhard Mahnke
Pages 685 – 693
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Anomalous waiting times in high-frequency financial data
Enrico Scalas;  Rudolf Gorenflo;  Hugh Luckock;  Francesco Mainardi;  Maurizio Mantelli; Marco Raberto
Pages 695 – 702
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