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Applied Mathematical Finance, Volume 3 Issue 4 1996

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks*Financial support from Murst Fondo 40% on ‘Modelli di struttura a termine dei tassi d'interesse’ is gratefully acknowledged.
Anna Rita Bacinello;  Fulvio Ortu; Patrizia Stucchi
Pages 269 – 394
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A systematic approach to pricing and hedging international derivatives with interest rate risk: analysis of international derivatives under stochastic interest rates
Rüdiger Frey; Daniel Sommer
Pages 295 – 317
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Binomial models for option valuation - examining and improving convergence
Dietmar P. J. Leisen; Matthias Reimer
Pages 319 – 346
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Arbitrage pricing with incomplete markets
Mark Britten-Jones; Anthony Neuberger
Pages 347 – 363
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