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Quantitative Finance, Volume 7 Issue 5 2007

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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Comment and analysis
Model-free price hedge ratios for homogeneous claims on tradable assets
Carol Alexander; Leonardo M. Nogueira
Pages 473 – 479
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Review papers
A remark on managerial behaviour and agency cost
Zhihui Gu; Qingyuan Zhang
Pages 483 – 485
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On the structure of Gaussian pricing models and Gaussian Markov functional models
C. D. D. Neumann
Pages 487 – 496
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Research papers
A test of the beta model on Eurodollar futures options
Les Gulko
Pages 497 – 505
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Volatility surfaces: theory, rules of thumb, and empirical evidence
Toby Daglish;  John Hull; Wulin Suo
Pages 507 – 524
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Solvable local and stochastic volatility models: supersymmetric methods in option pricing
Pierre Henry-labordère
Pages 525 – 535
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Insiders' hedging in a jump diffusion model
Kiseop Lee; Seongjoo Song
Pages 537 – 545
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On the existence of an efficient hedge for an American contingent claim within a discrete time market
Leonel Pérez-hernández
Pages 547 – 551
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The volatility of temperature and pricing of weather derivatives
Fred ESPEN Benth; Jūratė šaltytė Benth
Pages 553 – 561
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On option pricing models in the presence of heavy tails
Michel Vellekoop; Hans Nieuwenhuis
Pages 563 – 573
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A jump telegraph model for option pricing
Nikita Ratanov
Pages 575 – 583
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