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Quantitative Finance, Volume 3 Issue 6 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
Real-time learning at Maryland
Alexander Triantis
Pages C106 – C108
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Playing the trombone to tulips
Jack Gray
Pages C109 – C113
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Robustness of simple trend-following strategies
Jessica James
Pages C114 – C116
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Calendar
Calendar
Page C117
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Original Articles
A market-induced mechanism for stock pinning
Marco Avellaneda; Michael D. Lipkin
Pages 417 – 425
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A semi-parametric approach to risk management
N. H. Bingham;  Rüdiger Kiesel; Rafael Schmidt
Pages 426 – 441
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Pricing of index options under a minimal market model with log-normal scaling
David Heath; Eckhard Platen
Pages 442 – 450
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A new well-posed algorithm to recover implied local volatility
Lishang Jiang;  Qihong Chen;  Lijun Wang; Jin E. Zhang
Pages 451 – 457
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A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
Mark S. Joshi; Riccardo Rebonato
Pages 458 – 469
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Fundamentalists clashing over the book: a study of order-driven stock markets
Marco Licalzi; Paolo Pellizzari
Pages 470 – 480
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Statistical theory of the continuous double auction
Eric Smith;  J Doyne Farmer;  László Gillemot; Supriya Krishnamurthy
Pages 481 – 514
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Miscellany
Author index with titles
Pages 515 – 516
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Comment and Analysis
Young researchers in Berlin
Page C117
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