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Applied Mathematical Finance, Volume 5 Issue 3 & 4 1998

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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A framework for valuing corporate securities
Jan Ericsson; Joel Reneby
Pages 143 – 163
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Option pricing in incomplete discrete markets
Grazyna Wolczynska
Pages 165 – 179
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The predictive power of price patterns
G. Caginalp; H. Laurent
Pages 181 – 205
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Pricing stock and bond derivatives with a multi-factor Gaussian model
Isabelle Bajeux-Besnainou; Roland Portait
Pages 207 – 225
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Random walk duality and the valuation of discrete lookback options
Farid Aitsahlia; Tze Leung Lai
Pages 227 – 240
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