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Applied Mathematical Finance, Volume 13 Issue 4 2006

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
Optimum Constrained Portfolio Rules in a Diffusion Market
Fernando J. Durrell
Pages 285 – 307
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An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling
Massimo Morini; Nick Webber
Pages 309 – 331
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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
Claudia Ribeiro; Nick Webber
Pages 333 – 352
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Numerical Methods and Volatility Models for Valuing Cliquet Options
H. A. Windcliff;  P. A. Forsyth; K. R. Vetzal
Pages 353 – 386
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