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Applied Mathematical Finance, Volume 13 Issue 2 2006

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
Interpolation Methods for Curve Construction
Patrick S. Hagan; Graeme West
Pages 89 – 129
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Liquidity Risk with Coherent Risk Measures
Hyejin Ku
Pages 131 – 141
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Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution
Carlo Mari; Roberto Renò
Pages 143 – 153
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Pricing Lookback Options with Knock-out Boundaries
Yoshifumi Muroi
Pages 155 – 190
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