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Quantitative Finance, Volume 2 Issue 5 2002

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
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Miscellany
Financial risk as a challenge for stochastic analysis
Hans Föllmer
Pages 320 – 321
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Reflections on interaction and markets
Alan Kirman
Pages 322 – 326
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Calendar
Calendar
Page 327
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Original Articles
Smart Monte Carlo: various tricks using Malliavin calculus
Eric Benhamou
Pages 329 – 336
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On a semi-spectral method for pricing an option on a mean-reverting asset
L. P. Bos;  A. F. Ware; B. S. Pavlov
Pages 337 – 345
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A simulation analysis of the microstructure of double auction markets
Carl Chiarella; Giulia Iori
Pages 346 – 353
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Trend-following hedge funds and multi-period asset allocation
Dries Darius;  Aytac Ilhan;  John Mulvey;  Koray D. Simsek; Ronnie Sircar
Pages 354 – 361
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A variance reduction technique based on integral representations
David Heath; Eckhard Platen
Pages 362 – 369
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Bounding Bermudan swaptions in a swap-rate market model
Mark S. Joshi; Jochen Theis
Pages 370 – 377
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Some comments on the APT
Haim Reisman
Pages 378 – 386
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The power of patience: a behavioural regularity in limit-order placement
Ilija Zovko; J Doyne Farmer
Pages 387 – 392
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