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Applied Mathematical Finance, Volume 9 Issue 3 2002

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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A model of speculative behaviour with a strange attractor
Fernando Fernández-Rodríguez;  María-Dolores García-Artiles; Juan Manuel Martín-González
Pages 143 – 161
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Efficient option valuation using trees
David C. Heath; Stefano Herzel
Pages 163 – 178
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Estimating volatility on overlapping returns when returns are autocorrelated
Roy Kluitman; Philip Hans Franses
Pages 179 – 188
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L 2 -discrete hedging in a continuous-time model
Faouzi Trabelsi; Abdelhamid Trad
Pages 189 – 217
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