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Quantitative Finance, Volume 6 Issue 6 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
The modified Weibull distribution for asset returns
Saralees Nadarajah; Samuel Kotz
Page 449
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The modified weibull distribution for asset returns: reply
Y. Malevergne;  V. Pisarenko; D. Sornette
Page 451
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Equilibrium asset pricing: with non-Gaussian factors and exponential utilities
Dilip B. Madan
Pages 455 – 463
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A cross-currency Lévy market model
Ernst Eberlein; Nataliya Koval
Pages 465 – 480
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Myopic loss aversion and margin of safety: the risk of value investing
Kuan Xu; Gordon Fisher
Pages 481 – 494
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On a subjective approach to risk measurement
Piotr Jaworski
Pages 495 – 511
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Fast strong approximation Monte Carlo schemes for stochastic volatility models
Christian Kahl; Peter Jäckel
Pages 513 – 536
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