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Applied Mathematical Finance, Volume 2 Issue 1 1995

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Papers
Options in and on interest rate futures contracts: results from martingale pricing theory
U. Cherubini; M. Esposito
Pages 1 – 16
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Neural networks and some applications to finance
K. Feldman; J. Kingdon
Pages 17 – 42
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Original Articles
Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants
A. Bensoussan;  M. Crouhy; D. Galai
Pages 43 – 60
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A simple class of square-root interest-rate models
F. Jamshidian
Pages 61 – 72
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