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Applied Mathematical Finance, Volume 3 Issue 1 1996

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
Toward real-time pricing of complex financial derivatives
S. Ninomiya; S. Tezuka
Pages 1 – 20
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Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
Marco Avellaneda; Antonio ParÁS
Pages 21 – 52
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Default risk and derivative products
Ian Cooper; Marcel Martin
Pages 53 – 70
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Compound and exchange options in the affine term structure model
O. Scaillet
Pages 75 – 92
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