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Applied Mathematical Finance, Volume 7 Issue 1 2000

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Volatility skews and extensions of the Libor market model
Leif Andersen; Jesper Andreasen
Pages 1 – 32
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Unstructured meshing for two asset barrier options
D. M. Pooley;  P. A. Forsyth;  K. R. Vetzal; R. B. Simpson
Pages 33 – 60
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Valuation of European options in the market with daily price limit
Junhwa Ban;  Hyeong In Choi; Hyejin Ku
Pages 61 – 74
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