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Applied Mathematical Finance, Volume 16 Issue 6 2009

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Original Articles
Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals
A. C. Bélanger;  P. A. Forsyth; G. Labahn
Pages 451 – 496
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A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
Peter Buchen; Otto Konstandatos
Pages 497 – 515
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Closed Formula for Options with Discrete Dividends and Its Derivatives
Carlos Veiga; Uwe Wystup
Pages 517 – 531
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