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Quantitative Finance, Volume 6 Issue 3 2006

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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Original Articles
Dynamic capital allocation: exploiting persistent patterns in currency performance
Collin Crownover
Pages 185 – 191
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Book Reviews
Book Review
David Hobson
Page 193
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Original Articles
Local volatility function models under a benchmark approach
David Heath; Eckhard Platen
Pages 197 – 206
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Expensive martingales
Hans Buehler
Pages 207 – 218
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Symmetry and duality in Lévy markets
JosÉ Fajardo; Ernesto Mordecki
Pages 219 – 227
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An exact and explicit solution for the valuation of American put options
Song-Ping Zhu
Pages 229 – 242
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Pricing defaultable bonds: a middle-way approach between structural and reduced-form models
Lara Cathcart; Lina El-Jahel
Pages 243 – 253
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Investor preferences and portfolio selection: is diversification an appropriate strategy?
C. James Hueng; Ruey Yau
Pages 255 – 271
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