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Home / Applied Mathematical Finance, Volume 7, Number 1

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 7, Number 1, 1 March 2000

Volatility skews and extensions of the Libor market model
pp. 1-32(32)
Authors: Andersen, Leif; Andreasen, Jesper

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Unstructured meshing for two asset barrier options
pp. 33-60(28)
Authors: Pooley, D. M.; Forsyth, P. A.; Vetzal, K. R.; Simpson, R. B.

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Valuation of European options in the market with daily price limit
pp. 61-74(14)
Authors: Ban, Junhwa; Choi, Hyeong In; Ku, Hyejin

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