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Quantitative Finance, Volume 8 Issue 3 2008

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
High-frequency trading in a limit order book
Marco Avellaneda; Sasha Stoikov
Pages 217 – 224
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Original Articles
Multi-asset minority games
G. Bianconi;  A. De Martino;  F. F. Ferreira; M. Marsili
Pages 225 – 231
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Price discovery in the presence of boundedly rational agents
Karl Ludwig Keiber
Pages 235 – 249
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Long-memory in high-frequency exchange rate volatility under temporal aggregation
David G. Mcmillan; Alan E. H. Speight
Pages 251 – 261
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Research Papers
The implied volatility smirk
Jin E. Zhang; Yi Xiang
Pages 263 – 284
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Original Articles
On the super-replicating approach when trading a derivative is limited
Sergei Isaenko
Pages 285 – 297
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Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach
Peter J. Meindl; James A. Primbs
Pages 299 – 312
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American futures options arbitrage: evidence from the Nikkei 225 options market
Changyun Wang;  Wei Zhang; Weng Kit Tan
Pages 313 – 320
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US corporate default swap valuation: the market liquidity hypothesis and autonomous credit risk
Kwamie Dunbar
Pages 321 – 334
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