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Applied Mathematical Finance, Volume 2 Issue 4 1995

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
PDE Models for Pricing Stocks and Options With Memory Feedback
Robert Peszek
Pages 211 – 224
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Statistical inference and modelling of momentum in stock prices
G. Caginalp; G. Constantine
Pages 225 – 242
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Risk arbitrage in the Nikkei put warrant market of 1989–1990
J. Shaw;  E. O. Thorp; W. T. Ziemba
Pages 243 – 272
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Lookback options with discrete and partial monitoring of the underlying price
R. C. Heynen; H. M. Kat
Pages 273 – 284
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