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Quantitative Finance, Volume 3 Issue 5 2003

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
Father of fractal complexity
Tim Chapman
Pages C88 – C90
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Strong foundations in Chicago
Ausra Di Raimondo
Page C91
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Feature
Derivatives securities: what they tell us
Jing Chen
Pages C92 – C96
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Miscellany
Trend following and option writing—a surprising portfolio
Jessica James
Pages C97 – C100
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Calendar
Calendar
Page C101
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Original Articles
Pricing Asian options with stochastic volatility
Jean-Pierre Fouque; Chuan-Hsiang Han
Pages 353 – 362
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Market-maker, inventory control and foreign exchange dynamics
Frank H. Westerhoff
Pages 363 – 369
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Significance of log-periodic signatures in cumulative noise
Hans-Christian Graf v. Bothmer
Pages 370 – 375
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A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data
Malik Magdon-Ismail; Amir F. Atiya
Pages 376 – 384
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A steady-state model of the continuous double auction
Hugh Luckock
Pages 385 – 404
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Dilution, anti-dilution and corporate positions in options on the company's own stocks
M. Hanke; K. Pötzelberger
Pages 405 – 415
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