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Applied Mathematical Finance, Volume 6 Issue 3 1999

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Equivalent Black volatilities
Patrick S. Hagan; Diana E. Woodward
Pages 147 – 157
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On hedging in finite security markets
Silvia Florio; Wolfgang J. Runggaldier
Pages 159 – 176
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Multigrid for American option pricing with stochastic volatility
Nigel Clarke; Kevin Parrott
Pages 177 – 195
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Optimal hedging strategies for misspecified asset price models
Hyungsok Ahn;  Adviti Muni; Glen Swindle
Pages 197 – 208
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Phenomenology of the interest rate curve
Jean-Philippe Bouchaud;  Nicolas Sagna;  Rama Cont;  Nicole El-Karoui; Marc Potters
Pages 209 – 232
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