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Quantitative Finance, Volume 5 Issue 3 2005

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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Editorials
Editorials
Carl Chiarella; Eckhard Platen
Page 235
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Original Article
Waiting for returns: using space–time duality to calibrate financial diffusions
Mark Kamstra; Moshe A. Milevsky
Pages 237 – 244
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Discrete credit barrier models
Claudio Albanese; Oliver X. Chen
Pages 247 – 256
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PDE approach to valuation and hedging of credit derivatives
Tomasz R. Bielecki;  Monique Jeanblanc; Marek Rutkowski
Pages 257 – 270
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Pairs trading
Robert J. Elliott;  John Van Der Hoek; William P. Malcolm
Pages 271 – 276
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A Markov model for valuing asset prices in a dynamic bargaining market
Masaaki Kijima; Yoshihiko Uchida
Pages 277 – 288
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Pricing inflation-indexed derivatives
Fabio Mercurio
Pages 289 – 302
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Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
Holger Kraft
Pages 303 – 313
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Optimal portfolios with a positive lower bound on final wealth
Ralf Korn
Pages 315 – 321
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