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Applied Mathematical Finance, Volume 14 Issue 2 2007

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
Level–Slope–Curvature – Fact or Artefact?
Roger Lord; Antoon Pelsser
Pages 105 – 130
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On American Options Under the Variance Gamma Process
Ariel Almendral; Cornelis W. Oosterlee
Pages 131 – 152
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A Non-Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
Fred Espen Benth;  Jan Kallsen; Thilo Meyer-Brandis
Pages 153 – 169
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The Lévy Swap Market Model
E. Eberlein; J. Liinev
Pages 171 – 196
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