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Applied Mathematical Finance, Volume 6 Issue 1 1999

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options
Marco Avellaneda; Robert Buff
Pages 1 – 18
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Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation
William J. Morokoff
Pages 19 – 28
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Models of forward Libor and swap rates
Marek Rutkowski
Pages 29 – 60
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